+53.4%
VT vs EPAM
-77.2%
+130.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +20.6% | -24.7% | -6.4% |
| 7D | -4.2% | +23.0% | -27.2% | -6.7% |
| 30D | -5.8% | +51.6% | -57.4% | -10.7% |
| 3M | -5.2% | +50.8% | -56.1% | -10.5% |
| 6M | +0.1% | +51.1% | -51.0% | -5.9% |
| YTD | +8.2% | -19.1% | +27.4% | +10.1% |
| 1Y | +10.1% | +3.0% | +7.1% | +8.1% |
| 3Y | +69.7% | -31.2% | +100.8% | +71.8% |
| 5Y | +53.4% | -76.5% | +129.9% | +70.9% |
| All | +53.4% | -77.2% | +130.5% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling