+238.5%
EPSN vs VT
+221.4%
+17.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | -0.2% | +1.0% | -1.2% | -0.6% |
| 30D | +9.8% | -0.2% | +10.0% | +9.8% |
| 3M | +6.0% | +4.5% | +1.5% | +3.8% |
| 6M | +12.5% | +14.1% | -1.6% | +5.8% |
| YTD | +38.2% | +14.8% | +23.4% | +29.4% |
| 1Y | +18.8% | +21.2% | -2.4% | +8.7% |
| 3Y | +31.3% | +76.6% | -45.3% | +2.4% |
| 5Y | +50.0% | +66.6% | -16.6% | +17.9% |
| 10Y | +238.5% | +222.3% | +16.2% | +106.8% |
| All | +238.5% | +221.4% | +17.1% | +106.8% |
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