-79.0%
EPAM vs VSXY
+42.7%
-121.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.3% | -2.2% |
| 7D | -0.9% | -6.8% | +5.9% | +0.1% |
| 30D | +18.4% | -20.4% | +38.7% | +22.7% |
| 3M | +19.2% | +2.9% | +16.3% | +17.3% |
| 6M | -21.0% | +67.9% | -88.9% | -32.0% |
| YTD | -43.7% | +44.9% | -88.6% | -50.4% |
| 1Y | -29.9% | +205.9% | -235.8% | -48.9% |
| 3Y | -56.5% | +373.9% | -430.4% | -75.6% |
| 5Y | -81.7% | +23.5% | -105.1% | -84.8% |
| All | -79.0% | +42.7% | -121.6% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling