+134.8%
VXUS vs EPAM
+170.1%
-35.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.8% |
| 7D | -1.8% | +13.4% | -15.1% | -4.2% |
| 30D | -4.6% | +47.1% | -51.6% | -11.0% |
| 3M | -6.1% | +71.2% | -77.3% | -14.8% |
| 6M | -4.9% | +48.9% | -53.8% | -12.6% |
| YTD | +8.1% | -22.2% | +30.3% | +10.5% |
| 1Y | +12.1% | -5.2% | +17.3% | +10.3% |
| 3Y | +63.9% | -34.9% | +98.8% | +67.2% |
| 5Y | +43.1% | -77.4% | +120.5% | +73.5% |
| All | +134.8% | +170.1% | -35.3% | +47.9% |
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