+352.0%
VT vs EPAM
+904.9%
-552.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.7% |
| 7D | -1.6% | +3.6% | -5.2% | -2.3% |
| 30D | -2.5% | +27.6% | -30.1% | -6.8% |
| 3M | -1.3% | +28.8% | -30.1% | -6.3% |
| 6M | +3.1% | +23.0% | -19.9% | -2.2% |
| YTD | +10.9% | -32.6% | +43.5% | +16.6% |
| 1Y | +12.1% | -14.6% | +26.6% | +12.4% |
| 3Y | +73.9% | -42.6% | +116.5% | +82.1% |
| 5Y | +58.0% | -79.7% | +137.7% | +89.4% |
| 10Y | +225.5% | +122.3% | +103.2% | +133.9% |
| All | +352.0% | +904.9% | -552.8% | +172.5% |
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 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