-29.2%
ETHA vs EPAM
-45.5%
+16.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +2.9% | -2.2% | +5.1% | +3.9% |
| 30D | +31.4% | +17.8% | +13.6% | +23.0% |
| 3M | +48.9% | +19.9% | +29.0% | +34.9% |
| 6M | +20.9% | -21.6% | +42.5% | +35.1% |
| YTD | -17.2% | -44.0% | +26.9% | +10.1% |
| 1Y | -42.8% | -30.5% | -12.3% | -34.4% |
| All | -29.2% | -45.5% | +16.3% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 10y: compounded portfolio wealth divided by compounded EPAM 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…
10y analysis · Full analysis span regression · 6 months rolling