+154.4%
EPP vs VT
+345.0%
-190.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | +2.7% |
| 7D | -0.4% | -4.2% | +3.8% | +4.1% |
| 30D | +1.0% | -5.8% | +6.8% | +7.4% |
| 3M | -3.2% | -5.2% | +2.1% | +2.3% |
| 6M | +2.1% | +0.1% | +2.0% | +1.6% |
| YTD | +11.9% | +8.2% | +3.7% | +2.5% |
| 1Y | +12.2% | +10.1% | +2.1% | +0.9% |
| 3Y | +54.0% | +69.7% | -15.7% | -12.9% |
| 5Y | +33.3% | +53.4% | -20.1% | -16.7% |
| 10Y | +104.8% | +219.2% | -114.4% | -43.0% |
| All | +154.4% | +345.0% | -190.6% | -51.6% |
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