+239.3%
VEA vs EPAM
+751.2%
-511.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.8% |
| 7D | +1.0% | +2.0% | -1.0% | +0.6% |
| 30D | +1.9% | +6.5% | -4.6% | +0.6% |
| 3M | +3.2% | +19.9% | -16.7% | -0.8% |
| 6M | +10.2% | -16.9% | +27.2% | +12.4% |
| YTD | +18.9% | -42.9% | +61.8% | +28.3% |
| 1Y | +29.3% | -30.4% | +59.7% | +34.3% |
| 3Y | +76.8% | -54.7% | +131.5% | +92.2% |
| 5Y | +61.2% | -81.8% | +143.0% | +93.4% |
| 10Y | +163.3% | +65.5% | +97.8% | +98.6% |
| All | +239.3% | +751.2% | -511.9% | +109.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling