+167.2%
EPAM vs VEU
+144.2%
+23.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.3% | +5.5% |
| 7D | +18.8% | +0.5% | +18.3% | +16.6% |
| 30D | +44.9% | -2.3% | +47.2% | +47.1% |
| 3M | +68.6% | -4.4% | +73.0% | +75.1% |
| 6M | +65.4% | -2.2% | +67.6% | +63.5% |
| YTD | -19.9% | +10.9% | -30.8% | -34.6% |
| 1Y | -10.0% | +13.4% | -23.4% | -28.8% |
| 3Y | -30.3% | +69.7% | -100.0% | -69.1% |
| 5Y | -75.7% | +50.0% | -125.6% | -86.4% |
| 10Y | +167.2% | +145.8% | +21.4% | -4.3% |
| All | +167.2% | +144.2% | +23.0% | -4.3% |
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