-8.4%
EPRF vs VOO
+13.0%
-21.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.7% |
| 7D | -1.5% | -0.9% | -0.6% | -1.2% |
| 30D | 0.0% | -2.3% | +2.4% | +0.8% |
| 3M | -5.6% | -1.2% | -4.4% | -5.3% |
| 6M | -7.0% | +3.3% | -10.3% | -8.2% |
| YTD | -7.4% | +12.3% | -19.7% | -11.1% |
| 1Y | -8.4% | +12.5% | -20.9% | -12.2% |
| All | -8.4% | +13.0% | -21.4% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 1y: compounded portfolio wealth divided by compounded VOO 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…
1y analysis · Full analysis span regression · 6 months rolling