+219.8%
VEA vs EPAM
+1,093.7%
-873.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.4% | -1.5% |
| 7D | 0.0% | +18.8% | -18.8% | -3.2% |
| 30D | -1.4% | +44.9% | -46.4% | -7.7% |
| 3M | -4.1% | +68.6% | -72.7% | -12.7% |
| 6M | -1.3% | +65.4% | -66.7% | -10.8% |
| YTD | +12.1% | -19.9% | +32.0% | +13.6% |
| 1Y | +16.1% | -10.0% | +26.1% | +15.2% |
| 3Y | +73.0% | -30.3% | +103.3% | +73.9% |
| 5Y | +55.1% | -75.7% | +130.8% | +77.1% |
| 10Y | +156.9% | +167.2% | -10.3% | +78.3% |
| All | +219.8% | +1,093.7% | -873.9% | +85.9% |
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