+736.0%
EPAM vs VCLT
+55.8%
+680.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +2.0% | -0.5% | +2.5% | +2.2% |
| 30D | +6.5% | -0.9% | +7.4% | +7.0% |
| 3M | +19.9% | -3.2% | +23.2% | +21.8% |
| 6M | -16.9% | -3.8% | -13.1% | -15.4% |
| YTD | -42.9% | -2.0% | -40.9% | -42.4% |
| 1Y | -30.4% | -0.8% | -29.6% | -30.2% |
| 3Y | -54.7% | +12.3% | -67.0% | -57.2% |
| 5Y | -81.8% | -15.4% | -66.4% | -81.3% |
| 10Y | +65.5% | +15.7% | +49.7% | +70.6% |
| All | +736.0% | +55.8% | +680.2% | +908.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling