+158.0%
VEA vs EPAM
+163.7%
-5.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.2% |
| 7D | +0.4% | +9.1% | -8.7% | -1.5% |
| 30D | -0.7% | +38.5% | -39.1% | -6.4% |
| 3M | -3.9% | +61.0% | -64.8% | -12.0% |
| 6M | -0.6% | +58.0% | -58.6% | -9.6% |
| YTD | +12.9% | -23.5% | +36.4% | +15.7% |
| 1Y | +18.4% | -10.5% | +28.9% | +17.7% |
| 3Y | +75.3% | -33.8% | +109.1% | +78.1% |
| 5Y | +54.3% | -78.1% | +132.5% | +88.2% |
| 10Y | +158.0% | +157.7% | +0.3% | +64.3% |
| All | +158.0% | +163.7% | -5.7% | +64.3% |
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