+14.6%
EPRF vs VT
+222.7%
-208.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | -1.6% | +2.9% | -4.4% | -2.7% |
| 30D | -2.1% | -2.5% | +0.4% | -1.1% |
| 3M | -6.8% | -3.3% | -3.5% | -5.6% |
| 6M | -8.0% | +1.5% | -9.5% | -8.8% |
| YTD | -8.6% | +11.4% | -20.0% | -12.9% |
| 1Y | -9.2% | +11.9% | -21.1% | -13.6% |
| 3Y | +3.7% | +73.9% | -70.2% | -18.7% |
| 5Y | -15.5% | +57.9% | -73.4% | -31.6% |
| All | +14.6% | +222.7% | -208.1% | -34.0% |
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