-76.5%
EPAM vs VT
+53.2%
-129.7%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.6% | -4.1% | +24.7% | +26.2% |
| 7D | +23.0% | -4.2% | +27.2% | +28.6% |
| 30D | +51.6% | -5.8% | +57.4% | +62.2% |
| 3M | +50.8% | -5.2% | +56.1% | +59.9% |
| 6M | +51.1% | +0.1% | +51.0% | +44.5% |
| YTD | -19.1% | +8.2% | -27.4% | -32.2% |
| 1Y | +3.0% | +10.1% | -7.1% | -16.3% |
| 3Y | -31.2% | +69.7% | -100.8% | -74.1% |
| 5Y | -76.5% | +53.4% | -129.9% | -87.5% |
| All | -76.5% | +53.2% | -129.7% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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