+24.4%
EPM price history and return analytics
+63.7%
-39.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +4.9% | +4.7% |
| 7D | +3.8% | -2.0% | +5.8% | +5.4% |
| 30D | +1.9% | -1.4% | +3.3% | +2.9% |
| 3M | -8.9% | +4.7% | -13.6% | -12.9% |
| 6M | -13.5% | +11.4% | -24.8% | -22.5% |
| YTD | +14.6% | +13.1% | +1.6% | +1.1% |
| 1Y | -18.2% | +19.0% | -37.2% | -31.4% |
| 3Y | -42.8% | +73.9% | -116.8% | -67.0% |
| 5Y | +24.4% | +65.4% | -41.0% | -24.7% |
| All | +24.4% | +63.7% | -39.3% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling