-17.6%
FLUT vs EPAM
+46.1%
-63.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.3% | -0.2% |
| 7D | -1.1% | +13.4% | -14.5% | -5.8% |
| 30D | +7.7% | +47.1% | -39.4% | -7.2% |
| 3M | -12.2% | +71.2% | -83.3% | -27.7% |
| 6M | -17.6% | +48.9% | -66.5% | -29.4% |
| All | -17.6% | +46.1% | -63.7% | -29.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling