+223.0%
VT vs EPAM
+65.3%
+157.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.4% |
| 7D | +0.4% | +2.0% | -1.5% | +0.1% |
| 30D | +1.0% | +6.5% | -5.6% | -0.6% |
| 3M | +2.4% | +19.9% | -17.5% | -2.2% |
| 6M | +12.0% | -16.9% | +28.9% | +14.6% |
| YTD | +15.3% | -42.9% | +58.2% | +26.2% |
| 1Y | +22.6% | -30.4% | +53.0% | +28.2% |
| 3Y | +74.7% | -54.7% | +129.4% | +93.0% |
| 5Y | +66.1% | -81.8% | +148.0% | +113.0% |
| All | +223.0% | +65.3% | +157.7% | +107.5% |
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 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