+736.0%
EPAM vs VEU
+201.4%
+534.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -3.0% |
| 7D | +2.0% | +1.1% | +0.8% | +0.6% |
| 30D | +6.5% | +2.2% | +4.4% | +4.0% |
| 3M | +19.9% | +3.0% | +16.9% | +14.1% |
| 6M | -16.9% | +10.9% | -27.8% | -29.0% |
| YTD | -42.9% | +18.2% | -61.1% | -55.0% |
| 1Y | -30.4% | +28.3% | -58.6% | -50.5% |
| 3Y | -54.7% | +74.6% | -129.4% | -78.2% |
| 5Y | -81.8% | +56.4% | -138.2% | -89.5% |
| 10Y | +65.5% | +153.0% | -87.6% | -41.5% |
| All | +736.0% | +201.4% | +534.6% | +157.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling