+176.1%
QLD vs EPAM
-54.6%
+230.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.9% |
| 7D | +0.6% | +2.0% | -1.4% | +0.1% |
| 30D | -0.1% | +6.5% | -6.7% | -2.2% |
| 3M | -8.4% | +19.9% | -28.3% | -13.6% |
| 6M | +32.2% | -16.9% | +49.1% | +40.0% |
| YTD | +28.9% | -42.9% | +71.8% | +54.6% |
| 1Y | +43.8% | -30.4% | +74.2% | +58.4% |
| All | +176.1% | -54.6% | +230.7% | +223.8% |
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