+42.7%
VXUS vs EPAM
-77.4%
+120.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.5% |
| 7D | -1.8% | +13.4% | -15.1% | -3.2% |
| 30D | -4.6% | +47.1% | -51.6% | -8.6% |
| 3M | -6.1% | +71.2% | -77.3% | -11.7% |
| 6M | -4.9% | +48.9% | -53.8% | -9.7% |
| YTD | +8.1% | -22.2% | +30.3% | +10.3% |
| 1Y | +12.1% | -5.2% | +17.3% | +11.4% |
| 3Y | +63.9% | -34.9% | +98.8% | +66.8% |
| All | +42.7% | -77.4% | +120.1% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling