+493.9%
VTV vs EPAM
+1,084.1%
-590.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -0.4% | +18.5% | -18.9% | -3.1% |
| 30D | +3.9% | +44.0% | -40.1% | -1.9% |
| 3M | +2.6% | +63.0% | -60.4% | -5.0% |
| 6M | +11.5% | +67.3% | -55.7% | +2.0% |
| YTD | +22.3% | -20.5% | +42.8% | +23.9% |
| 1Y | +24.5% | -9.6% | +34.1% | +23.7% |
| 3Y | +78.8% | -30.8% | +109.6% | +79.9% |
| 5Y | +78.6% | -75.6% | +154.3% | +100.8% |
| 10Y | +231.8% | +159.6% | +72.3% | +137.9% |
| All | +493.9% | +1,084.1% | -590.2% | +267.5% |
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