-48.6%
VFC vs EPAM
+157.4%
-206.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.7% | +3.4% |
| 7D | +1.6% | +2.4% | -0.8% | +0.9% |
| 30D | +25.5% | +42.3% | -16.8% | +12.1% |
| 3M | +41.3% | +60.7% | -19.4% | +21.3% |
| 6M | +22.2% | +80.5% | -58.3% | -0.8% |
| YTD | +16.4% | -20.4% | +36.8% | +19.4% |
| 1Y | +38.4% | -9.6% | +48.0% | +36.6% |
| 3Y | +56.2% | -30.5% | +86.7% | +62.4% |
| 5Y | -68.2% | -75.7% | +7.5% | -59.5% |
| All | -48.6% | +157.4% | -206.0% | -65.5% |
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