-25.6%
FLUT vs EPAM
+168.6%
-194.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.0% | -0.1% |
| 7D | -1.5% | +18.8% | -20.3% | -4.2% |
| 30D | +3.4% | +44.9% | -41.5% | -2.3% |
| 3M | -12.5% | +68.6% | -81.0% | -19.0% |
| 6M | -18.5% | +65.4% | -83.9% | -24.7% |
| YTD | -61.6% | -19.9% | -41.7% | -61.3% |
| 1Y | -64.1% | -10.0% | -54.1% | -64.3% |
| 3Y | -44.5% | -30.3% | -14.2% | -44.2% |
| 5Y | -51.3% | -75.7% | +24.4% | -50.6% |
| 10Y | -25.6% | +167.2% | -192.8% | -26.0% |
| All | -25.6% | +168.6% | -194.2% | -26.0% |
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 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