+56.4%
EPR vs VT
+215.5%
-159.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.8% |
| 7D | +3.1% | -2.3% | +5.4% | +6.0% |
| 30D | +10.6% | -5.0% | +15.6% | +17.4% |
| 3M | -1.4% | -4.9% | +3.5% | +4.4% |
| 6M | +9.0% | -1.5% | +10.6% | +9.4% |
| YTD | +25.8% | +8.5% | +17.3% | +10.4% |
| 1Y | +28.7% | +11.4% | +17.4% | +8.9% |
| 3Y | +59.7% | +70.1% | -10.4% | -26.5% |
| 5Y | +58.2% | +53.7% | +4.5% | -15.8% |
| All | +56.4% | +215.5% | -159.1% | -63.3% |
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