-29.4%
ETHA vs EPAM
-44.4%
+15.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.3% | -1.6% |
| 7D | +0.8% | +2.0% | -1.1% | +0.1% |
| 30D | +27.9% | +6.5% | +21.4% | +23.7% |
| 3M | +38.3% | +19.9% | +18.4% | +25.4% |
| 6M | +14.0% | -16.9% | +30.9% | +23.6% |
| YTD | -17.4% | -42.9% | +25.4% | +8.8% |
| 1Y | -42.7% | -30.4% | -12.3% | -34.0% |
| All | -29.4% | -44.4% | +15.0% | -19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling