+14.3%
EPRF vs VOO
+343.8%
-329.5%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -0.8% | +0.1% | -1.0% | -0.9% |
| 30D | -0.8% | +0.1% | -0.8% | -0.8% |
| 3M | -0.5% | +2.0% | -2.5% | -1.3% |
| 6M | -1.7% | +13.0% | -14.7% | -6.1% |
| YTD | -2.7% | +13.6% | -16.2% | -7.2% |
| 1Y | -4.1% | +20.1% | -24.1% | -10.4% |
| 3Y | +10.0% | +77.6% | -67.5% | -11.8% |
| 5Y | -10.6% | +82.4% | -93.0% | -29.7% |
| 10Y | +11.5% | +316.8% | -305.3% | -32.8% |
| All | +14.3% | +343.8% | -329.5% | -31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling