+162.1%
EFV vs EPAM
+163.7%
-1.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +2.9% |
| 7D | +1.7% | +9.1% | -7.3% | +0.1% |
| 30D | +3.4% | +38.5% | -35.0% | -2.0% |
| 3M | -1.7% | +61.0% | -62.6% | -9.2% |
| 6M | +6.4% | +58.0% | -51.6% | -2.4% |
| YTD | +16.3% | -23.5% | +39.7% | +18.9% |
| 1Y | +22.9% | -10.5% | +33.5% | +22.3% |
| 3Y | +92.8% | -33.8% | +126.7% | +95.5% |
| 5Y | +93.5% | -78.1% | +171.6% | +131.3% |
| 10Y | +162.1% | +157.7% | +4.4% | +67.8% |
| All | +162.1% | +163.7% | -1.6% | +67.8% |
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