+2,010.2%
VRT vs EPAM
+33.2%
+1,977.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | +18.6% | -1.1% | +19.8% | +18.7% |
| 30D | -11.7% | +41.8% | -53.5% | -19.5% |
| 3M | -27.3% | +63.4% | -90.6% | -36.3% |
| 6M | -42.9% | +72.2% | -115.1% | -52.0% |
| YTD | +29.5% | -20.0% | +49.5% | +31.7% |
| 1Y | +21.0% | -9.0% | +30.1% | +18.4% |
| 3Y | +403.1% | -30.4% | +433.5% | +406.8% |
| 5Y | +688.8% | -75.6% | +764.4% | +922.3% |
| All | +2,010.2% | +33.2% | +1,977.0% | +1,704.0% |
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