-5.2%
EPAM vs VCLT
-3.1%
-2.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.8% |
| 7D | +13.4% | +0.3% | +13.1% | +13.2% |
| 30D | +47.1% | +3.7% | +43.4% | +43.7% |
| 3M | +71.2% | -1.0% | +72.1% | +70.5% |
| 6M | +48.9% | -3.4% | +52.3% | +48.3% |
| YTD | -22.2% | -2.6% | -19.6% | -22.5% |
| 1Y | -5.2% | -3.3% | -1.9% | -5.3% |
| All | -5.2% | -3.1% | -2.0% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling