+1.6%
EPSN vs VT
+374.2%
-372.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +2.7% | +0.4% | +2.2% | +2.4% |
| 30D | +13.6% | +1.0% | +12.6% | +12.9% |
| 3M | +5.4% | +2.4% | +3.0% | +3.6% |
| 6M | +16.8% | +12.0% | +4.8% | +8.5% |
| YTD | +36.2% | +15.3% | +20.9% | +24.4% |
| 1Y | +9.0% | +22.6% | -13.6% | -3.7% |
| 3Y | +29.1% | +74.7% | -45.5% | -6.9% |
| 5Y | +52.0% | +66.1% | -14.1% | +12.0% |
| 10Y | +233.7% | +225.0% | +8.7% | +59.2% |
| All | +1.6% | +374.2% | -372.6% | -68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling