-14.1%
EPSN vs VT
+346.0%
-360.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -20.0% | -2.3% | -17.7% | -18.9% |
| 30D | -14.4% | -5.0% | -9.4% | -12.1% |
| 3M | -7.2% | -4.9% | -2.4% | -4.8% |
| 6M | -11.2% | -1.5% | -9.7% | -11.1% |
| YTD | +15.1% | +8.5% | +6.6% | +8.6% |
| 1Y | +16.6% | +11.4% | +5.2% | +8.3% |
| 3Y | +2.2% | +70.1% | -67.8% | -25.2% |
| 5Y | +12.8% | +53.7% | -40.9% | -13.3% |
| 10Y | +192.3% | +220.0% | -27.7% | +40.0% |
| All | -14.1% | +346.0% | -360.1% | -72.8% |
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