+195.3%
EPRT vs VT
+146.8%
+48.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.8% |
| 7D | -0.7% | +2.4% | -3.0% | -3.1% |
| 30D | +8.3% | -1.5% | +9.8% | +9.5% |
| 3M | -9.4% | -4.1% | -5.3% | -5.9% |
| 6M | -7.4% | +0.6% | -7.9% | -9.3% |
| YTD | -3.2% | +11.0% | -14.2% | -15.8% |
| 1Y | -5.8% | +13.3% | -19.1% | -20.1% |
| 3Y | +40.5% | +73.4% | -32.9% | -29.1% |
| 5Y | +19.3% | +57.4% | -38.1% | -32.3% |
| All | +195.3% | +146.8% | +48.5% | -3.4% |
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 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