+47.7%
VXUS vs EPAM
-76.7%
+124.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.3% | -1.1% |
| 7D | +0.5% | +18.8% | -18.3% | -1.5% |
| 30D | -2.5% | +44.9% | -47.5% | -6.5% |
| 3M | -4.6% | +68.6% | -73.2% | -10.2% |
| 6M | -2.6% | +65.4% | -68.0% | -8.7% |
| YTD | +10.4% | -19.9% | +30.3% | +12.3% |
| 1Y | +12.9% | -10.0% | +22.9% | +13.1% |
| 3Y | +68.4% | -30.3% | +98.6% | +70.1% |
| 5Y | +47.7% | -75.7% | +123.3% | +58.2% |
| All | +47.7% | -76.7% | +124.4% | +58.2% |
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