-34.9%
EPAM vs VEU
+64.7%
-99.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.0% | -3.9% |
| 7D | +13.4% | -1.6% | +15.0% | +13.6% |
| 30D | +47.1% | -4.3% | +51.4% | +49.6% |
| 3M | +71.2% | -5.8% | +77.0% | +75.7% |
| 6M | +48.9% | -4.4% | +53.3% | +49.9% |
| YTD | -22.2% | +8.7% | -30.9% | -31.1% |
| 1Y | -5.2% | +12.6% | -17.8% | -19.2% |
| 3Y | -34.9% | +65.2% | -100.2% | -64.8% |
| All | -34.9% | +64.7% | -99.7% | -64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling