-45.3%
EPM price history and return analytics
+74.2%
-119.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.6% |
| 7D | +1.1% | -1.1% | +2.2% | +1.6% |
| 30D | -0.3% | -1.0% | +0.7% | +0.2% |
| 3M | -9.9% | +3.2% | -13.0% | -11.8% |
| 6M | -17.8% | +12.5% | -30.2% | -24.8% |
| YTD | +11.0% | +14.1% | -3.0% | +0.1% |
| 1Y | -20.9% | +18.9% | -39.8% | -31.4% |
| 3Y | -45.3% | +74.1% | -119.4% | -67.0% |
| All | -45.3% | +74.2% | -119.5% | -67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling