+159.6%
EPAM vs VCLT
+21.9%
+137.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -1.0% |
| 7D | +18.5% | -0.6% | +19.1% | +19.0% |
| 30D | +44.0% | +2.8% | +41.3% | +41.3% |
| 3M | +63.0% | -0.4% | +63.4% | +63.5% |
| 6M | +67.3% | -3.1% | +70.4% | +70.8% |
| YTD | -20.5% | -2.7% | -17.9% | -19.2% |
| 1Y | -9.6% | -3.7% | -6.0% | -7.4% |
| 3Y | -30.8% | +15.6% | -46.4% | -37.8% |
| 5Y | -75.6% | -15.8% | -59.9% | -73.6% |
| 10Y | +159.6% | +23.0% | +136.5% | +157.6% |
| All | +159.6% | +21.9% | +137.7% | +157.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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