+1,855.0%
VRT vs EPAM
+33.4%
+1,821.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.7% | -7.8% | -4.1% |
| 7D | -17.7% | +18.8% | -36.5% | -21.6% |
| 30D | -20.0% | +44.9% | -65.0% | -27.5% |
| 3M | -28.1% | +68.6% | -96.6% | -37.5% |
| 6M | -42.8% | +65.4% | -108.3% | -51.4% |
| YTD | +20.0% | -19.9% | +39.8% | +22.0% |
| 1Y | +3.5% | -10.0% | +13.5% | +1.6% |
| 3Y | +366.1% | -30.3% | +396.4% | +369.4% |
| 5Y | +632.2% | -75.7% | +707.8% | +850.1% |
| All | +1,855.0% | +33.4% | +1,821.5% | +1,570.8% |
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 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