+63.9%
VNQ vs EPAM
+63.0%
+0.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -0.9% | -2.2% | +1.3% | -0.5% |
| 30D | -2.2% | +17.8% | -20.0% | -5.2% |
| 3M | -1.9% | +19.9% | -21.8% | -5.9% |
| 6M | +3.2% | -21.6% | +24.8% | +6.6% |
| YTD | +9.4% | -44.0% | +53.4% | +19.3% |
| 1Y | +7.5% | -30.5% | +38.0% | +12.0% |
| 3Y | +31.1% | -56.8% | +87.8% | +45.0% |
| 5Y | +6.6% | -81.7% | +88.3% | +33.9% |
| 10Y | +63.9% | +68.4% | -4.5% | +17.0% |
| All | +63.9% | +63.0% | +0.9% | +17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling