+26.6%
VTEB vs EPAM
+139.4%
-112.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -1.2% | +2.4% | -3.6% | -1.3% |
| 30D | +2.5% | +42.3% | -39.9% | +1.8% |
| 3M | -1.7% | +60.7% | -62.3% | -2.5% |
| 6M | -1.2% | +80.5% | -81.7% | -2.3% |
| YTD | -0.5% | -20.4% | +19.9% | -0.3% |
| 1Y | -0.1% | -9.6% | +9.5% | -0.2% |
| 3Y | +10.5% | -30.5% | +40.9% | +10.5% |
| 5Y | +2.6% | -75.7% | +78.3% | +4.6% |
| 10Y | +22.4% | +160.1% | -137.7% | +20.5% |
| All | +26.6% | +139.4% | -112.8% | +24.7% |
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