+1,917.9%
VRT vs EPAM
+27.5%
+1,890.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.6% | +11.2% | +10.0% |
| 7D | -10.6% | +9.1% | -19.7% | -13.3% |
| 30D | -17.4% | +38.5% | -55.9% | -24.4% |
| 3M | -26.4% | +61.0% | -87.3% | -35.3% |
| 6M | -41.0% | +58.0% | -99.0% | -49.4% |
| YTD | +23.8% | -23.5% | +47.3% | +27.1% |
| 1Y | +11.6% | -10.5% | +22.2% | +9.4% |
| 3Y | +403.5% | -33.8% | +437.3% | +413.1% |
| 5Y | +647.0% | -78.1% | +725.2% | +898.8% |
| All | +1,917.9% | +27.5% | +1,890.4% | +1,641.7% |
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 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