-15.4%
EPRF vs VT
+53.2%
-68.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.7% | +0.4% |
| 7D | +0.1% | -4.2% | +4.3% | +1.8% |
| 30D | -1.0% | -5.8% | +4.8% | +1.5% |
| 3M | -5.4% | -5.2% | -0.2% | -3.4% |
| 6M | -6.5% | +0.1% | -6.6% | -6.8% |
| YTD | -7.2% | +8.2% | -15.4% | -10.6% |
| 1Y | -8.2% | +10.1% | -18.3% | -12.2% |
| 3Y | +4.4% | +69.7% | -65.2% | -18.5% |
| 5Y | -15.4% | +53.4% | -68.8% | -33.5% |
| All | -15.4% | +53.2% | -68.6% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling