-99.4%
EPV vs VT
+569.9%
-669.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.3% |
| 7D | +0.5% | +0.4% | +0.1% | +1.6% |
| 30D | +1.2% | +1.0% | +0.2% | +3.4% |
| 3M | -7.6% | +2.4% | -10.0% | -1.6% |
| 6M | -14.8% | +12.0% | -26.8% | +13.4% |
| YTD | -20.4% | +15.3% | -35.8% | +13.8% |
| 1Y | -30.9% | +22.6% | -53.5% | +13.6% |
| 3Y | -61.3% | +74.7% | -136.0% | +53.4% |
| 5Y | -64.3% | +66.1% | -130.4% | +56.7% |
| 10Y | -92.0% | +225.0% | -317.0% | +161.9% |
| All | -99.4% | +569.9% | -669.2% | +194.8% |
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