-81.4%
EPAM vs VSXY
+17.0%
-98.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -2.8% |
| 7D | +2.0% | -14.0% | +15.9% | +4.5% |
| 30D | +6.5% | -15.9% | +22.4% | +9.4% |
| 3M | +19.9% | +3.4% | +16.5% | +17.8% |
| 6M | -16.9% | +25.9% | -42.8% | -24.4% |
| YTD | -42.9% | +39.5% | -82.4% | -49.6% |
| 1Y | -30.4% | +194.4% | -224.7% | -49.8% |
| 3Y | -54.7% | +281.4% | -336.2% | -73.9% |
| All | -81.4% | +17.0% | -98.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling