+42.4%
EPM vs VT
+374.2%
-331.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.1% | +0.4% | +0.7% | +0.7% |
| 30D | +5.1% | +1.0% | +4.2% | +4.1% |
| 3M | -16.7% | +2.4% | -19.1% | -19.3% |
| 6M | -13.0% | +12.0% | -25.0% | -23.8% |
| YTD | +9.9% | +15.3% | -5.5% | -6.6% |
| 1Y | -19.5% | +22.6% | -42.0% | -35.6% |
| 3Y | -45.3% | +74.7% | -120.0% | -69.4% |
| 5Y | +21.6% | +66.1% | -44.6% | -28.4% |
| 10Y | +21.8% | +225.0% | -203.2% | -58.8% |
| All | +42.4% | +374.2% | -331.8% | -73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling