-38.9%
ETHA vs EPAM
-25.5%
-13.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.6% | -2.9% | -4.0% |
| 7D | -5.3% | +9.1% | -14.3% | -8.9% |
| 30D | -14.2% | +38.5% | -52.6% | -25.1% |
| 3M | +10.7% | +61.0% | -50.2% | -9.6% |
| 6M | -8.4% | +58.0% | -66.4% | -26.7% |
| YTD | -28.6% | -23.5% | -5.1% | -17.2% |
| 1Y | -38.8% | -10.5% | -28.3% | -36.2% |
| All | -38.9% | -25.5% | -13.4% | -38.4% |
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