-64.1%
FLUT vs EPAM
-7.6%
-56.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.0% | -0.8% |
| 7D | -1.5% | +18.8% | -20.3% | -7.4% |
| 30D | +3.4% | +44.9% | -41.5% | -9.1% |
| 3M | -12.5% | +68.6% | -81.0% | -26.4% |
| 6M | -18.5% | +65.4% | -83.9% | -32.2% |
| YTD | -61.6% | -19.9% | -41.7% | -61.9% |
| 1Y | -64.1% | -10.0% | -54.1% | -66.9% |
| All | -64.1% | -7.6% | -56.5% | -66.9% |
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