+73.9%
VT vs EPAM
-42.5%
+116.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.4% |
| 7D | -1.6% | +3.6% | -5.2% | -2.0% |
| 30D | -2.5% | +27.6% | -30.1% | -4.8% |
| 3M | -1.3% | +28.8% | -30.1% | -4.0% |
| 6M | +3.1% | +23.0% | -19.9% | +0.7% |
| YTD | +10.9% | -32.6% | +43.5% | +16.8% |
| 1Y | +12.1% | -14.6% | +26.6% | +13.7% |
| All | +73.9% | -42.5% | +116.4% | +78.4% |
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