+59.8%
VTI vs EPAM
-77.4%
+137.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.2% | +0.9% |
| 7D | -2.6% | +13.4% | -16.0% | -4.5% |
| 30D | -5.0% | +47.1% | -52.1% | -10.1% |
| 3M | -4.3% | +71.2% | -75.5% | -11.4% |
| 6M | +0.6% | +48.9% | -48.4% | -5.9% |
| YTD | +8.9% | -22.2% | +31.1% | +11.3% |
| 1Y | +11.1% | -5.2% | +16.3% | +10.2% |
| 3Y | +74.5% | -34.9% | +109.5% | +78.0% |
| All | +59.8% | -77.4% | +137.3% | +83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling