-5.2%
EPRF price history and return analytics
+21.4%
-26.6%
-8.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -0.6% | +1.0% | -1.6% | -0.9% |
| 30D | -0.8% | -0.2% | -0.6% | -0.8% |
| 3M | -0.7% | +4.5% | -5.3% | -2.1% |
| 6M | -1.0% | +14.1% | -15.1% | -5.2% |
| YTD | -2.9% | +14.8% | -17.7% | -7.4% |
| 1Y | -5.2% | +21.2% | -26.4% | -12.8% |
| All | -5.2% | +21.4% | -26.6% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling