-14.0%
EPAM vs VLTO
+20.2%
-34.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.1% |
| 7D | +9.1% | +2.0% | +7.0% | +7.4% |
| 30D | +38.5% | +21.8% | +16.7% | +20.2% |
| 3M | +61.0% | +20.2% | +40.7% | +40.9% |
| 6M | +58.0% | +36.3% | +21.7% | +27.8% |
| YTD | -23.5% | +18.8% | -42.3% | -31.2% |
| All | -14.0% | +20.2% | -34.2% | -22.9% |
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