-9.0%
VFC vs EPAM
+1,105.1%
-1,114.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +20.6% | -23.5% | -7.9% |
| 7D | +10.9% | +23.0% | -12.2% | +4.5% |
| 30D | +40.6% | +51.6% | -11.0% | +25.7% |
| 3M | +34.4% | +50.8% | -16.4% | +19.5% |
| 6M | +12.3% | +51.1% | -38.8% | -1.6% |
| YTD | +14.4% | -19.1% | +33.5% | +16.4% |
| 1Y | +40.6% | +3.0% | +37.6% | +34.3% |
| 3Y | +40.1% | -31.2% | +71.3% | +45.5% |
| 5Y | -67.6% | -76.5% | +8.9% | -60.9% |
| 10Y | -45.9% | +168.4% | -214.4% | -60.2% |
| All | -9.0% | +1,105.1% | -1,114.0% | -40.4% |
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