-10.4%
EPRF vs VOO
+82.3%
-92.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -0.6% | +0.5% | -1.1% | -0.8% |
| 30D | -0.8% | -0.9% | +0.1% | -0.5% |
| 3M | -0.7% | +3.9% | -4.6% | -2.2% |
| 6M | -1.0% | +14.5% | -15.6% | -6.2% |
| YTD | -2.9% | +13.0% | -15.9% | -7.5% |
| 1Y | -5.2% | +19.4% | -24.7% | -11.6% |
| 3Y | +10.3% | +78.9% | -68.6% | -13.3% |
| 5Y | -10.4% | +82.3% | -92.7% | -31.6% |
| All | -10.4% | +82.3% | -92.7% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling