-13.3%
EPAM vs VLTO
+18.3%
-31.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -1.0% |
| 7D | +0.8% | +13.8% | -13.0% | -7.9% |
| 30D | +24.9% | +21.2% | +3.8% | +9.3% |
| 3M | +22.6% | +21.5% | +1.1% | +6.9% |
| 6M | +24.2% | +33.0% | -8.8% | +2.7% |
| YTD | -33.0% | +17.8% | -50.7% | -39.2% |
| 1Y | -13.3% | +18.1% | -31.4% | -21.3% |
| All | -13.3% | +18.3% | -31.6% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling