-99.3%
EPV vs VT
+555.3%
-654.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.7% | -7.9% | -2.6% |
| 7D | -6.6% | -0.3% | -6.3% | -7.0% |
| 30D | -8.4% | -1.4% | -7.0% | -10.9% |
| 3M | +4.2% | -1.4% | +5.6% | +1.9% |
| 6M | -12.6% | +5.5% | -18.0% | +0.7% |
| YTD | -18.0% | +12.8% | -30.9% | +12.6% |
| 1Y | -27.2% | +15.4% | -42.6% | +5.6% |
| 3Y | -63.0% | +76.9% | -139.9% | +50.2% |
| 5Y | -62.9% | +60.4% | -123.3% | +50.7% |
| 10Y | -92.7% | +232.8% | -325.5% | +152.9% |
| All | -99.3% | +555.3% | -654.6% | +191.6% |
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