+198.2%
VXUS vs EPAM
+751.2%
-553.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.9% |
| 7D | +1.0% | +2.0% | -0.9% | +0.7% |
| 30D | +2.2% | +6.5% | -4.3% | +0.8% |
| 3M | +3.0% | +19.9% | -17.0% | -1.0% |
| 6M | +10.7% | -16.9% | +27.6% | +12.8% |
| YTD | +17.8% | -42.9% | +60.7% | +27.2% |
| 1Y | +27.6% | -30.4% | +58.0% | +32.5% |
| 3Y | +73.3% | -54.7% | +128.0% | +88.4% |
| 5Y | +54.3% | -81.8% | +136.1% | +85.1% |
| 10Y | +149.8% | +65.5% | +84.4% | +87.6% |
| All | +198.2% | +751.2% | -553.0% | +82.3% |
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