-34.9%
EPAM vs VSXY
+450.7%
-485.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.6% | -5.5% | -4.0% |
| 7D | +13.4% | +11.8% | +1.5% | +12.4% |
| 30D | +47.1% | +25.9% | +21.1% | +44.5% |
| 3M | +71.2% | +15.5% | +55.6% | +68.8% |
| 6M | +48.9% | +109.7% | -60.8% | +37.0% |
| YTD | -22.2% | +99.5% | -121.7% | -28.5% |
| 1Y | -5.2% | +197.5% | -202.7% | -17.8% |
| 3Y | -34.9% | +453.3% | -488.2% | -47.5% |
| All | -34.9% | +450.7% | -485.7% | -47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling