+201.1%
EFV vs EPAM
+1,058.6%
-857.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -0.8% |
| 7D | -0.7% | +13.4% | -14.0% | -2.9% |
| 30D | +0.9% | +47.1% | -46.2% | -5.4% |
| 3M | -3.6% | +71.2% | -74.7% | -11.9% |
| 6M | +2.5% | +48.9% | -46.4% | -5.2% |
| YTD | +13.2% | -22.2% | +35.4% | +15.2% |
| 1Y | +20.3% | -5.2% | +25.5% | +18.4% |
| 3Y | +84.9% | -34.9% | +119.9% | +87.8% |
| 5Y | +87.7% | -77.4% | +165.1% | +115.3% |
| 10Y | +160.7% | +158.1% | +2.7% | +79.3% |
| All | +201.1% | +1,058.6% | -857.5% | +73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling