+70.4%
VXUS vs EPAM
-36.8%
+107.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +2.9% |
| 7D | +0.8% | +9.1% | -8.3% | +0.3% |
| 30D | -1.9% | +38.5% | -40.4% | -4.0% |
| 3M | -4.4% | +61.0% | -65.4% | -7.5% |
| 6M | -2.0% | +58.0% | -60.0% | -5.3% |
| YTD | +11.1% | -23.5% | +34.6% | +15.1% |
| 1Y | +15.1% | -10.5% | +25.6% | +16.9% |
| 3Y | +70.4% | -33.8% | +104.3% | +70.1% |
| All | +70.4% | -36.8% | +107.2% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling