+68.4%
EPAM vs VEU
+150.1%
-81.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | +0.4% |
| 7D | -2.2% | +0.3% | -2.5% | -2.5% |
| 30D | +17.8% | +0.7% | +17.1% | +16.8% |
| 3M | +19.9% | +4.7% | +15.2% | +11.4% |
| 6M | -21.6% | +11.6% | -33.2% | -34.6% |
| YTD | -44.0% | +16.8% | -60.8% | -56.3% |
| 1Y | -30.5% | +24.9% | -55.4% | -50.6% |
| 3Y | -56.8% | +75.7% | -132.5% | -81.1% |
| 5Y | -81.7% | +56.1% | -137.8% | -90.1% |
| 10Y | +68.4% | +153.6% | -85.2% | -43.6% |
| All | +68.4% | +150.1% | -81.7% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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