-70.1%
EPAM vs VSXY
+90.2%
-160.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | +1.4% |
| 7D | -1.1% | -1.6% | +0.5% | -1.0% |
| 30D | +41.8% | +17.8% | +24.0% | +37.4% |
| 3M | +63.4% | +12.5% | +50.9% | +58.5% |
| 6M | +72.2% | +124.7% | -52.5% | +40.7% |
| YTD | -20.0% | +93.2% | -113.2% | -33.4% |
| 1Y | -9.0% | +195.6% | -204.7% | -32.0% |
| 3Y | -30.4% | +434.6% | -465.0% | -60.4% |
| 5Y | -75.6% | +103.3% | -178.9% | -81.1% |
| All | -70.1% | +90.2% | -160.4% | -77.1% |
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