+598.7%
VTI vs EPAM
+751.2%
-152.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.1% |
| 7D | +0.1% | +2.0% | -1.9% | -0.3% |
| 30D | 0.0% | +6.5% | -6.5% | -1.6% |
| 3M | +2.0% | +19.9% | -17.9% | -2.5% |
| 6M | +13.0% | -16.9% | +29.9% | +15.5% |
| YTD | +13.9% | -42.9% | +56.8% | +24.3% |
| 1Y | +20.0% | -30.4% | +50.4% | +25.3% |
| 3Y | +75.8% | -54.7% | +130.5% | +93.7% |
| 5Y | +73.8% | -81.8% | +155.7% | +114.5% |
| 10Y | +297.5% | +65.5% | +232.0% | +203.4% |
| All | +598.7% | +751.2% | -152.5% | +344.8% |
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