+482.0%
VTV vs EPAM
+751.2%
-269.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.1% | +0.1% |
| 7D | +0.5% | +2.0% | -1.4% | +0.2% |
| 30D | +1.1% | +6.5% | -5.4% | -0.1% |
| 3M | +5.9% | +19.9% | -14.1% | +2.4% |
| 6M | +11.6% | -16.9% | +28.6% | +13.6% |
| YTD | +19.8% | -42.9% | +62.7% | +28.1% |
| 1Y | +26.2% | -30.4% | +56.6% | +30.5% |
| 3Y | +68.5% | -54.7% | +123.2% | +81.3% |
| 5Y | +79.9% | -81.8% | +161.7% | +111.1% |
| 10Y | +229.7% | +65.5% | +164.2% | +152.9% |
| All | +482.0% | +751.2% | -269.2% | +279.8% |
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