-8.8%
VFC vs EPAM
+1,058.6%
-1,067.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +1.1% |
| 7D | +11.2% | +13.4% | -2.2% | +7.0% |
| 30D | +41.5% | +47.1% | -5.6% | +27.4% |
| 3M | +38.9% | +71.2% | -32.2% | +19.9% |
| 6M | +6.1% | +48.9% | -42.8% | -6.6% |
| YTD | +14.5% | -22.2% | +36.8% | +17.7% |
| 1Y | +46.0% | -5.2% | +51.1% | +42.4% |
| 3Y | +36.4% | -34.9% | +71.3% | +43.4% |
| 5Y | -67.5% | -77.4% | +9.9% | -60.4% |
| 10Y | -45.8% | +158.1% | -203.9% | -59.8% |
| All | -8.8% | +1,058.6% | -1,067.4% | -39.7% |
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 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