+28.9%
VCIT vs EPAM
+170.1%
-141.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.7% | 0.0% |
| 7D | +0.1% | +13.4% | -13.3% | -0.3% |
| 30D | +1.9% | +47.1% | -45.2% | +0.9% |
| 3M | -1.4% | +71.2% | -72.6% | -2.8% |
| 6M | -2.1% | +48.9% | -51.1% | -3.3% |
| YTD | -1.6% | -22.2% | +20.6% | -1.3% |
| 1Y | -0.9% | -5.2% | +4.3% | -1.1% |
| 3Y | +20.0% | -34.9% | +54.9% | +20.3% |
| 5Y | +3.1% | -77.4% | +80.5% | +5.9% |
| All | +28.9% | +170.1% | -141.2% | +27.3% |
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