+195.3%
EPRT vs SPY
+209.5%
-14.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | -0.7% | +2.6% | -3.3% | -3.0% |
| 30D | +8.3% | -2.0% | +10.3% | +9.9% |
| 3M | -9.4% | -2.8% | -6.6% | -7.5% |
| 6M | -7.4% | +2.1% | -9.5% | -10.3% |
| YTD | -3.2% | +11.5% | -14.7% | -14.4% |
| 1Y | -5.8% | +13.5% | -19.2% | -18.3% |
| 3Y | +40.5% | +77.7% | -37.2% | -25.8% |
| 5Y | +19.3% | +72.6% | -53.3% | -35.4% |
| All | +195.3% | +209.5% | -14.2% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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