+13.8%
EPRF price history and return analytics
+224.4%
-210.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | -1.5% | -0.7% | -0.8% | -1.2% |
| 30D | 0.0% | -1.7% | +1.8% | +0.7% |
| 3M | -5.6% | -2.3% | -3.3% | -4.7% |
| 6M | -7.0% | +1.5% | -8.5% | -7.7% |
| YTD | -7.4% | +12.0% | -19.4% | -11.9% |
| 1Y | -8.4% | +12.9% | -21.3% | -13.3% |
| 3Y | +5.1% | +74.9% | -69.8% | -17.8% |
| 5Y | -14.4% | +59.9% | -74.3% | -31.1% |
| 10Y | +13.8% | +224.6% | -210.9% | -35.1% |
| All | +13.8% | +224.4% | -210.6% | -35.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling