+1,351.8%
QLD vs EPAM
+170.1%
+1,181.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.9% | +6.4% | +4.3% |
| 7D | -10.3% | +13.4% | -23.6% | -17.9% |
| 30D | -26.1% | +47.1% | -73.1% | -40.8% |
| 3M | -17.8% | +71.2% | -88.9% | -39.5% |
| 6M | -15.6% | +48.9% | -64.5% | -36.6% |
| YTD | +5.4% | -22.2% | +27.6% | +8.0% |
| 1Y | +5.2% | -5.2% | +10.4% | -3.5% |
| 3Y | +139.4% | -34.9% | +174.4% | +148.0% |
| 5Y | +66.7% | -77.4% | +144.1% | +197.3% |
| All | +1,351.8% | +170.1% | +1,181.7% | +292.1% |
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