+163.0%
EFV vs EPAM
+65.2%
+97.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | +1.0% | -0.9% | +1.9% | +1.1% |
| 30D | +0.2% | +18.4% | -18.2% | -2.5% |
| 3M | +9.6% | +19.2% | -9.6% | +5.8% |
| 6M | +14.0% | -21.0% | +35.0% | +17.2% |
| YTD | +18.5% | -43.7% | +62.2% | +27.7% |
| 1Y | +27.9% | -29.9% | +57.8% | +32.4% |
| 3Y | +92.4% | -56.5% | +149.0% | +109.8% |
| 5Y | +97.2% | -81.7% | +178.8% | +138.3% |
| 10Y | +163.0% | +64.5% | +98.5% | +79.1% |
| All | +163.0% | +65.2% | +97.8% | +79.1% |
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