-99.3%
EPV vs VT
+528.6%
-627.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.1% | +8.2% | -4.6% |
| 7D | -0.9% | -4.2% | +3.2% | -9.2% |
| 30D | -4.0% | -5.8% | +1.8% | -15.1% |
| 3M | +8.5% | -5.2% | +13.8% | -2.4% |
| 6M | -6.0% | +0.1% | -6.1% | -3.0% |
| YTD | -14.6% | +8.2% | -22.9% | +7.4% |
| 1Y | -22.9% | +10.1% | -33.0% | +1.2% |
| 3Y | -61.5% | +69.7% | -131.2% | +43.3% |
| 5Y | -61.2% | +53.4% | -114.6% | +43.3% |
| 10Y | -92.4% | +219.2% | -311.6% | +141.2% |
| All | -99.3% | +528.6% | -627.9% | +178.1% |
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