+48.9%
EPAM vs VEU
-3.9%
+52.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.0% | -3.7% |
| 7D | +13.4% | -1.6% | +15.0% | +11.4% |
| 30D | +47.1% | -4.3% | +51.4% | +42.7% |
| 3M | +71.2% | -5.8% | +77.0% | +65.3% |
| 6M | +48.9% | -4.4% | +53.3% | +45.0% |
| All | +48.9% | -3.9% | +52.8% | +45.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling