-46.0%
FLUT vs EPAM
-36.8%
-9.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.8% |
| 7D | -6.5% | +9.1% | -15.5% | -9.1% |
| 30D | +2.8% | +38.5% | -35.7% | -6.4% |
| 3M | -13.5% | +61.0% | -74.4% | -24.1% |
| 6M | -19.0% | +58.0% | -77.0% | -29.4% |
| YTD | -61.9% | -23.5% | -38.4% | -61.0% |
| 1Y | -63.2% | -10.5% | -52.7% | -63.7% |
| 3Y | -46.0% | -33.8% | -12.2% | -51.0% |
| All | -46.0% | -36.8% | -9.3% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling