+107.7%
VWO vs EPAM
+751.2%
-643.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.1% |
| 7D | +1.1% | +2.0% | -0.9% | +0.7% |
| 30D | +2.4% | +6.5% | -4.1% | +0.9% |
| 3M | +2.0% | +19.9% | -17.9% | -2.1% |
| 6M | +10.7% | -16.9% | +27.6% | +12.9% |
| YTD | +14.4% | -42.9% | +57.3% | +23.9% |
| 1Y | +22.7% | -30.4% | +53.1% | +27.6% |
| 3Y | +64.2% | -54.7% | +118.9% | +79.0% |
| 5Y | +35.8% | -81.8% | +117.6% | +64.0% |
| 10Y | +114.7% | +65.5% | +49.2% | +56.1% |
| All | +107.7% | +751.2% | -643.5% | +19.8% |
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