+26.5%
VTEB vs EPAM
+71.7%
-45.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.1% |
| 7D | -0.8% | +2.0% | -2.7% | -0.8% |
| 30D | -1.3% | +6.5% | -7.9% | -1.5% |
| 3M | -2.1% | +19.9% | -22.1% | -2.5% |
| 6M | -1.7% | -16.9% | +15.2% | -1.5% |
| YTD | -0.6% | -42.9% | +42.3% | +0.2% |
| 1Y | +3.1% | -30.4% | +33.4% | +3.5% |
| 3Y | +9.2% | -54.7% | +64.0% | +10.1% |
| 5Y | +2.2% | -81.8% | +84.0% | +4.6% |
| 10Y | +18.8% | +65.5% | -46.7% | +17.4% |
| All | +26.5% | +71.7% | -45.2% | +25.3% |
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 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