-99.0%
VXX vs EPAM
+1.5%
-100.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.0% | -7.3% | -2.6% |
| 7D | +2.0% | +0.7% | +1.2% | +2.5% |
| 30D | -7.1% | +17.6% | -24.7% | +2.7% |
| 3M | -28.6% | +27.1% | -55.7% | -17.2% |
| 6M | -44.0% | -17.0% | -27.0% | -50.0% |
| YTD | -31.7% | -42.4% | +10.7% | -50.4% |
| 1Y | -46.3% | -25.3% | -21.0% | -53.1% |
| 3Y | -78.3% | -55.7% | -22.5% | -83.1% |
| 5Y | -95.8% | -81.2% | -14.6% | -98.1% |
| All | -99.0% | +1.5% | -100.5% | -91.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling