+74.5%
VTI vs EPAM
-33.7%
+108.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.2% | +0.7% |
| 7D | -2.6% | +13.4% | -16.0% | -3.9% |
| 30D | -5.0% | +47.1% | -52.1% | -9.1% |
| 3M | -4.3% | +71.2% | -75.5% | -10.2% |
| 6M | +0.6% | +48.9% | -48.4% | -4.5% |
| YTD | +8.9% | -22.2% | +31.1% | +13.5% |
| 1Y | +11.1% | -5.2% | +16.3% | +11.9% |
| 3Y | +74.5% | -34.9% | +109.5% | +76.9% |
| All | +74.5% | -33.7% | +108.2% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling