-63.2%
FLUT vs EPAM
-15.2%
-48.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | +4.2% | +0.8% | +3.3% | +4.0% |
| 30D | +8.0% | +24.9% | -16.9% | +0.3% |
| 3M | -22.1% | +22.6% | -44.7% | -27.6% |
| 6M | -21.7% | +24.2% | -45.9% | -28.6% |
| YTD | -62.0% | -33.0% | -29.0% | -59.3% |
| 1Y | -63.2% | -13.3% | -49.9% | -66.8% |
| All | -63.2% | -15.2% | -48.0% | -66.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling