-49.8%
FLUT vs EPAM
-75.7%
+25.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -0.7% | +2.4% | -3.1% | -1.2% |
| 30D | +9.3% | +42.3% | -33.1% | +1.0% |
| 3M | -17.5% | +60.7% | -78.1% | -25.5% |
| 6M | -14.6% | +80.5% | -95.1% | -25.1% |
| YTD | -62.3% | -20.4% | -41.9% | -61.7% |
| 1Y | -59.6% | -9.6% | -50.0% | -59.9% |
| 3Y | -45.3% | -30.5% | -14.8% | -44.8% |
| All | -49.8% | -75.7% | +25.9% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling