+31.0%
EPSN vs VT
+77.9%
-46.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +2.7% | +0.4% | +2.2% | +2.5% |
| 30D | +13.6% | +1.0% | +12.6% | +13.3% |
| 3M | +5.4% | +2.4% | +3.0% | +4.7% |
| 6M | +16.8% | +12.0% | +4.8% | +11.9% |
| YTD | +36.2% | +15.3% | +20.9% | +28.2% |
| 1Y | +9.0% | +22.6% | -13.6% | -0.7% |
| All | +31.0% | +77.9% | -46.8% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling