+211.3%
EPRT vs SPY
+215.2%
-4.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -3.6% | +0.1% | -3.6% | -3.7% |
| 3M | +1.0% | +2.0% | -1.0% | -1.5% |
| 6M | -12.5% | +13.0% | -25.5% | -22.9% |
| YTD | +2.0% | +13.5% | -11.5% | -10.9% |
| 1Y | +0.5% | +20.0% | -19.5% | -17.2% |
| 3Y | +39.1% | +77.2% | -38.1% | -25.7% |
| 5Y | +12.2% | +81.9% | -69.7% | -42.5% |
| All | +211.3% | +215.2% | -4.0% | -4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling