+962.7%
VST vs EPAM
+102.3%
+860.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -0.6% | -13.2% | -13.8% |
| 7D | -15.7% | +0.8% | -16.5% | -15.8% |
| 30D | -17.0% | +24.9% | -41.9% | -19.4% |
| 3M | -15.9% | +22.6% | -38.5% | -18.5% |
| 6M | -25.0% | +24.2% | -49.2% | -27.9% |
| YTD | -25.1% | -33.0% | +7.8% | -21.9% |
| 1Y | -34.9% | -13.3% | -21.6% | -34.8% |
| 3Y | +252.7% | -42.9% | +295.6% | +266.6% |
| 5Y | +582.3% | -80.8% | +663.2% | +715.3% |
| 10Y | +1,076.6% | +122.5% | +954.1% | +679.5% |
| All | +962.7% | +102.3% | +860.4% | +599.7% |
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 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