+48.8%
VFC vs EPAM
-31.2%
+80.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.3% | -2.2% |
| 7D | +3.5% | +18.8% | -15.3% | -3.3% |
| 30D | +38.3% | +44.9% | -6.7% | +19.7% |
| 3M | +40.2% | +68.6% | -28.4% | +13.9% |
| 6M | +10.6% | +65.4% | -54.8% | -12.0% |
| YTD | +16.7% | -19.9% | +36.6% | +26.8% |
| 1Y | +45.0% | -10.0% | +55.0% | +48.0% |
| 3Y | +48.8% | -30.3% | +79.0% | +18.5% |
| All | +48.8% | -31.2% | +80.0% | +18.5% |
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 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