+886.9%
EPAM vs VT
+352.7%
+534.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -4.0% |
| 7D | +3.6% | -1.6% | +5.2% | +5.7% |
| 30D | +27.6% | -2.5% | +30.1% | +31.6% |
| 3M | +28.8% | -1.3% | +30.1% | +30.7% |
| 6M | +23.0% | +3.1% | +19.9% | +15.7% |
| YTD | -32.6% | +10.9% | -43.5% | -42.9% |
| 1Y | -14.6% | +12.1% | -26.6% | -28.8% |
| 3Y | -42.6% | +73.9% | -116.5% | -73.8% |
| 5Y | -79.7% | +58.0% | -137.7% | -88.8% |
| 10Y | +122.3% | +225.5% | -103.2% | -47.4% |
| All | +886.9% | +352.7% | +534.2% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling