-40.2%
VFC vs EPAM
+751.2%
-791.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.7% | +3.0% |
| 7D | -1.6% | +2.0% | -3.6% | -2.1% |
| 30D | -11.6% | +6.5% | -18.2% | -13.4% |
| 3M | -18.1% | +19.9% | -38.0% | -22.9% |
| 6M | -27.4% | -16.9% | -10.4% | -25.2% |
| YTD | -24.8% | -42.9% | +18.1% | -15.7% |
| 1Y | -8.2% | -30.4% | +22.2% | -2.4% |
| 3Y | -29.1% | -54.7% | +25.6% | -17.7% |
| 5Y | -79.2% | -81.8% | +2.6% | -72.9% |
| 10Y | -68.1% | +65.5% | -133.6% | -73.7% |
| All | -40.2% | +751.2% | -791.4% | -56.8% |
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