+17.6%
VTEB vs EPAM
+69.2%
-51.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.2% | -4.5% | +3.2% | -1.1% |
| 30D | -2.9% | +14.6% | -17.5% | -3.1% |
| 3M | -3.2% | +23.1% | -26.2% | -3.6% |
| 6M | -2.6% | -19.5% | +16.8% | -2.4% |
| YTD | -1.8% | -44.1% | +42.3% | -0.9% |
| 1Y | +0.2% | -25.2% | +25.4% | +0.5% |
| 3Y | +8.2% | -56.8% | +65.1% | +9.4% |
| 5Y | +0.8% | -81.7% | +82.6% | +3.8% |
| All | +17.6% | +69.2% | -51.6% | +13.3% |
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