+160.3%
VEA vs EPAM
+65.2%
+95.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | +1.9% | -0.9% | +2.7% | +2.0% |
| 30D | +0.8% | +18.4% | -17.6% | -2.2% |
| 3M | +5.7% | +19.2% | -13.5% | +1.6% |
| 6M | +13.3% | -21.0% | +34.3% | +16.7% |
| YTD | +18.4% | -43.7% | +62.1% | +28.7% |
| 1Y | +27.0% | -29.9% | +56.8% | +31.9% |
| 3Y | +79.3% | -56.5% | +135.8% | +97.4% |
| 5Y | +62.1% | -81.7% | +143.8% | +100.6% |
| 10Y | +160.3% | +64.5% | +95.7% | +78.0% |
| All | +160.3% | +65.2% | +95.0% | +78.0% |
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