+232.9%
VTV vs EPAM
+63.0%
+169.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -0.7% | -2.2% | +1.5% | -0.3% |
| 30D | -0.5% | +17.8% | -18.3% | -3.0% |
| 3M | +5.3% | +19.9% | -14.6% | +1.6% |
| 6M | +12.9% | -21.6% | +34.5% | +16.1% |
| YTD | +18.5% | -44.0% | +62.5% | +27.7% |
| 1Y | +25.3% | -30.5% | +55.8% | +29.9% |
| 3Y | +68.2% | -56.8% | +125.0% | +83.3% |
| 5Y | +80.6% | -81.7% | +162.3% | +119.7% |
| 10Y | +232.9% | +68.4% | +164.5% | +114.6% |
| All | +232.9% | +63.0% | +169.9% | +114.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling