+198.1%
EPSN vs VT
+223.7%
-25.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.4% |
| 7D | -13.9% | +0.4% | -14.3% | -14.0% |
| 30D | -12.6% | -2.6% | -10.0% | -11.7% |
| 3M | -8.0% | -3.2% | -4.8% | -6.9% |
| 6M | -8.7% | +0.9% | -9.7% | -9.5% |
| YTD | +15.8% | +11.3% | +4.4% | +9.7% |
| 1Y | +19.8% | +14.0% | +5.8% | +12.3% |
| 3Y | +3.5% | +75.8% | -72.3% | -19.1% |
| 5Y | +11.7% | +57.8% | -46.2% | -10.6% |
| 10Y | +198.1% | +219.8% | -21.7% | +79.4% |
| All | +198.1% | +223.7% | -25.6% | +79.4% |
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