-97.4%
EPOW vs VT
+78.8%
-176.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -2.0% |
| 7D | -17.0% | +0.4% | -17.4% | -17.4% |
| 30D | +4.0% | -2.6% | +6.6% | +5.9% |
| 3M | -72.2% | -3.2% | -68.9% | -71.5% |
| 6M | -80.9% | +0.9% | -81.8% | -81.0% |
| YTD | -86.1% | +11.3% | -97.4% | -87.2% |
| 1Y | -88.1% | +14.0% | -102.1% | -89.3% |
| 3Y | -87.7% | +75.8% | -163.6% | -92.4% |
| 5Y | -93.8% | +57.8% | -151.6% | -95.8% |
| All | -97.4% | +78.8% | -176.2% | -98.5% |
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 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