-70.1%
EPAM vs VSXY
+101.4%
-171.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.4% | +7.1% | +5.1% |
| 7D | +18.8% | +10.2% | +8.6% | +16.6% |
| 30D | +44.9% | +33.6% | +11.3% | +37.3% |
| 3M | +68.6% | +10.8% | +57.8% | +64.0% |
| 6M | +65.4% | +130.5% | -65.1% | +34.8% |
| YTD | -19.9% | +104.4% | -124.3% | -33.9% |
| 1Y | -10.0% | +216.5% | -226.5% | -33.5% |
| 3Y | -30.3% | +465.9% | -496.2% | -60.7% |
| 5Y | -75.7% | +123.1% | -198.8% | -81.4% |
| All | -70.1% | +101.4% | -171.4% | -77.3% |
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