+173.0%
VXUS vs EPAM
+1,105.1%
-932.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +20.6% | -24.3% | -6.9% |
| 7D | -3.4% | +23.0% | -26.4% | -7.0% |
| 30D | -5.8% | +51.6% | -57.4% | -12.5% |
| 3M | -6.4% | +50.8% | -57.2% | -13.4% |
| 6M | -2.5% | +51.1% | -53.6% | -10.5% |
| YTD | +7.9% | -19.1% | +27.0% | +9.3% |
| 1Y | +11.5% | +3.0% | +8.5% | +8.0% |
| 3Y | +63.4% | -31.2% | +94.6% | +64.8% |
| 5Y | +42.9% | -76.5% | +119.4% | +64.6% |
| 10Y | +138.9% | +168.4% | -29.6% | +65.0% |
| All | +173.0% | +1,105.1% | -932.1% | +56.7% |
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