+1,678.9%
VRT vs EPAM
+34.7%
+1,644.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +20.6% | -34.7% | -18.3% |
| 7D | -28.1% | +23.0% | -51.1% | -32.1% |
| 30D | -30.2% | +51.6% | -81.8% | -37.3% |
| 3M | -36.4% | +50.8% | -87.2% | -43.3% |
| 6M | -48.2% | +51.1% | -99.3% | -54.8% |
| YTD | +9.2% | -19.1% | +28.3% | +10.9% |
| 1Y | -7.2% | +3.0% | -10.2% | -12.5% |
| 3Y | +338.7% | -31.2% | +369.9% | +344.4% |
| 5Y | +542.8% | -76.5% | +619.3% | +745.5% |
| All | +1,678.9% | +34.7% | +1,644.2% | +1,419.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling