+1,315.8%
QLD vs EPAM
+180.9%
+1,134.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +20.6% | -33.4% | -22.2% |
| 7D | -18.6% | +23.0% | -41.6% | -28.4% |
| 30D | -28.3% | +51.6% | -79.9% | -43.3% |
| 3M | -20.4% | +50.8% | -71.2% | -38.1% |
| 6M | -14.3% | +51.1% | -65.4% | -36.0% |
| YTD | +2.8% | -19.1% | +21.9% | +3.6% |
| 1Y | -1.2% | +3.0% | -4.2% | -13.2% |
| 3Y | +135.3% | -31.2% | +166.5% | +137.1% |
| 5Y | +62.6% | -76.5% | +139.1% | +185.0% |
| All | +1,315.8% | +180.9% | +1,134.8% | +275.9% |
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 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