-97.4%
EPOW vs VT
+74.3%
-171.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | -24.2% | -2.3% | -21.9% | -23.1% |
| 30D | +5.6% | -5.0% | +10.5% | +9.3% |
| 3M | -66.2% | -4.9% | -61.3% | -65.0% |
| 6M | -77.2% | -1.5% | -75.7% | -77.0% |
| YTD | -86.0% | +8.5% | -94.5% | -86.9% |
| 1Y | -88.6% | +11.4% | -100.0% | -89.5% |
| 3Y | -89.9% | +70.1% | -159.9% | -93.5% |
| 5Y | -93.8% | +53.7% | -147.5% | -95.7% |
| All | -97.4% | +74.3% | -171.7% | -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