-91.9%
EPV vs VT
+224.5%
-316.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.3% |
| 7D | +0.5% | +0.4% | +0.1% | +1.5% |
| 30D | +1.2% | +1.0% | +0.2% | +3.2% |
| 3M | -7.6% | +2.4% | -10.0% | -2.1% |
| 6M | -14.8% | +12.0% | -26.8% | +10.4% |
| YTD | -20.4% | +15.3% | -35.8% | +10.0% |
| 1Y | -30.9% | +22.6% | -53.5% | +8.2% |
| 3Y | -61.3% | +74.7% | -136.0% | +34.3% |
| 5Y | -64.3% | +66.1% | -130.4% | +39.0% |
| All | -91.9% | +224.5% | -316.4% | +78.8% |
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