+10.4%
EPRF price history and return analytics
+237.1%
-226.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | -0.1% |
| 7D | +1.5% | +0.4% | +1.1% | +1.3% |
| 30D | +0.5% | -2.6% | +3.1% | +1.5% |
| 3M | -4.0% | -3.2% | -0.7% | -2.7% |
| 6M | -5.6% | +0.9% | -6.5% | -6.1% |
| YTD | -6.0% | +11.3% | -17.3% | -10.3% |
| 1Y | -6.5% | +14.0% | -20.5% | -11.7% |
| 3Y | +7.8% | +75.8% | -68.0% | -15.4% |
| 5Y | -14.0% | +57.8% | -71.8% | -30.1% |
| 10Y | +12.7% | +219.8% | -207.1% | -30.3% |
| All | +10.4% | +237.1% | -226.7% | -32.1% |
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 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