+161.7%
EFV vs EPAM
+156.9%
+4.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -1.0% | +18.5% | -19.5% | -3.9% |
| 30D | +3.1% | +44.0% | -41.0% | -3.0% |
| 3M | -1.2% | +63.0% | -64.2% | -9.0% |
| 6M | +5.6% | +67.3% | -61.6% | -4.0% |
| YTD | +15.8% | -20.5% | +36.3% | +17.7% |
| 1Y | +20.0% | -9.6% | +29.6% | +19.2% |
| 3Y | +91.0% | -30.8% | +121.8% | +92.2% |
| 5Y | +93.7% | -75.6% | +169.3% | +125.5% |
| All | +161.7% | +156.9% | +4.8% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 EPAM 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