+183.3%
EPOL vs VT
+474.5%
-291.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +1.1% |
| 7D | -0.4% | -0.3% | -0.1% | 0.0% |
| 30D | +1.2% | -1.4% | +2.7% | +3.1% |
| 3M | -0.1% | -1.4% | +1.3% | +1.7% |
| 6M | +16.8% | +5.5% | +11.3% | +9.5% |
| YTD | +26.1% | +12.8% | +13.2% | +9.1% |
| 1Y | +37.7% | +15.4% | +22.2% | +15.9% |
| 3Y | +148.7% | +76.9% | +71.8% | +24.9% |
| 5Y | +124.0% | +60.4% | +63.6% | +28.5% |
| 10Y | +221.7% | +232.8% | -11.1% | -26.7% |
| All | +183.3% | +474.5% | -291.2% | -70.2% |
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