-77.3%
VXX vs EPAM
-57.1%
-20.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.1% |
| 7D | +7.2% | -4.5% | +11.6% | +4.9% |
| 30D | -5.8% | +14.6% | -20.5% | +0.9% |
| 3M | -29.0% | +23.1% | -52.1% | -21.0% |
| 6M | -44.0% | -19.5% | -24.5% | -51.6% |
| YTD | -28.7% | -44.1% | +15.4% | -50.3% |
| 1Y | -45.2% | -25.2% | -20.0% | -52.1% |
| All | -77.3% | -57.1% | -20.2% | -82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling