-26.3%
FLUT vs EPAM
+170.1%
-196.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.3% | -1.0% |
| 7D | -1.1% | +13.4% | -14.5% | -3.1% |
| 30D | +7.7% | +47.1% | -39.4% | +1.6% |
| 3M | -12.2% | +71.2% | -83.3% | -18.9% |
| 6M | -17.6% | +48.9% | -66.5% | -22.8% |
| YTD | -62.0% | -22.2% | -39.8% | -61.5% |
| 1Y | -62.3% | -5.2% | -57.1% | -62.7% |
| 3Y | -52.0% | -34.9% | -17.0% | -51.3% |
| 5Y | -51.8% | -77.4% | +25.6% | -50.9% |
| All | -26.3% | +170.1% | -196.4% | -27.2% |
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