-34.9%
EPAM vs VCLT
+16.8%
-51.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +43.5% |
| 3M | +71.2% | -1.0% | +72.1% | +72.2% |
| 6M | +48.9% | -3.4% | +52.3% | +52.0% |
| YTD | -22.2% | -2.6% | -19.6% | -21.1% |
| 1Y | -5.2% | -3.3% | -1.9% | -3.4% |
| 3Y | -34.9% | +17.3% | -52.3% | -44.3% |
| All | -34.9% | +16.8% | -51.8% | -44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling