+361.8%
VRT vs EPAM
-33.7%
+395.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.9% | +7.3% | +3.3% |
| 7D | -21.4% | +13.4% | -34.7% | -20.8% |
| 30D | -25.8% | +47.1% | -72.9% | -25.7% |
| 3M | -33.5% | +71.2% | -104.7% | -34.0% |
| 6M | -49.0% | +48.9% | -98.0% | -48.5% |
| YTD | +12.9% | -22.2% | +35.2% | +26.1% |
| 1Y | 0.0% | -5.2% | +5.2% | +6.4% |
| 3Y | +361.8% | -34.9% | +396.8% | +401.5% |
| All | +361.8% | -33.7% | +395.5% | +401.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling