+405.3%
VUG vs EPAM
+165.6%
+239.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | -1.1% | +18.5% | -19.6% | -5.8% |
| 30D | -7.0% | +44.0% | -51.0% | -15.7% |
| 3M | -3.7% | +63.0% | -66.7% | -15.7% |
| 6M | -1.6% | +67.3% | -68.9% | -15.9% |
| YTD | +5.1% | -20.5% | +25.7% | +7.6% |
| 1Y | +3.8% | -9.6% | +13.4% | +2.4% |
| 3Y | +79.9% | -30.8% | +110.7% | +81.8% |
| 5Y | +66.4% | -75.6% | +142.0% | +114.8% |
| 10Y | +405.3% | +159.6% | +245.7% | +163.6% |
| All | +405.3% | +165.6% | +239.7% | +163.6% |
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