-11.6%
EPM vs VT
+223.7%
-235.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | -1.2% |
| 7D | -1.9% | +0.4% | -2.3% | -2.6% |
| 30D | -3.5% | -2.6% | -0.9% | -1.0% |
| 3M | +0.1% | -3.2% | +3.3% | +3.1% |
| 6M | -19.1% | +0.9% | -20.0% | -21.7% |
| YTD | +9.1% | +11.3% | -2.2% | -7.6% |
| 1Y | -10.6% | +14.0% | -24.6% | -26.6% |
| 3Y | -16.5% | +75.8% | -92.4% | -60.9% |
| 5Y | -13.4% | +57.8% | -71.3% | -53.6% |
| 10Y | -11.6% | +219.8% | -231.4% | -80.7% |
| All | -11.6% | +223.7% | -235.3% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling