-30.5%
EPAM vs VSXY
+198.1%
-228.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.6% |
| 7D | -2.2% | -10.7% | +8.6% | -2.3% |
| 30D | +17.8% | -24.3% | +42.0% | +17.3% |
| 3M | +19.9% | +1.0% | +18.9% | +19.7% |
| 6M | -21.6% | +57.4% | -78.9% | -23.1% |
| YTD | -44.0% | +39.8% | -83.8% | -44.4% |
| 1Y | -30.5% | +196.5% | -227.0% | -38.5% |
| All | -30.5% | +198.1% | -228.6% | -38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling