-25.5%
VFC vs EPAM
-54.6%
+29.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.7% | +3.3% |
| 7D | -1.6% | +2.0% | -3.6% | -2.4% |
| 30D | -11.6% | +6.5% | -18.2% | -14.4% |
| 3M | -18.1% | +19.9% | -38.0% | -25.6% |
| 6M | -27.4% | -16.9% | -10.4% | -22.6% |
| YTD | -24.8% | -42.9% | +18.1% | -6.3% |
| 1Y | -8.2% | -30.4% | +22.2% | +2.2% |
| All | -25.5% | -54.6% | +29.0% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling