+10.4%
EPRF vs VT
+241.7%
-231.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.2% |
| 7D | +1.9% | -0.3% | +2.2% | +2.1% |
| 30D | +0.7% | -1.4% | +2.2% | +1.3% |
| 3M | -4.7% | -1.4% | -3.3% | -4.2% |
| 6M | -4.8% | +5.5% | -10.3% | -7.0% |
| YTD | -6.0% | +12.8% | -18.8% | -10.7% |
| 1Y | -6.4% | +15.4% | -21.8% | -12.0% |
| 3Y | +5.8% | +76.9% | -71.0% | -17.1% |
| 5Y | -14.2% | +60.4% | -74.6% | -30.7% |
| 10Y | +11.4% | +232.8% | -221.4% | -31.8% |
| All | +10.4% | +241.7% | -231.3% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling