+88.2%
XLRE vs EPAM
+74.2%
+14.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | +0.3% |
| 7D | -1.2% | +0.7% | -1.9% | -1.3% |
| 30D | -2.4% | +17.6% | -20.0% | -5.2% |
| 3M | -2.5% | +27.1% | -29.6% | -7.2% |
| 6M | +4.0% | -17.0% | +20.9% | +6.2% |
| YTD | +9.3% | -42.4% | +51.7% | +18.2% |
| 1Y | +5.6% | -25.3% | +30.9% | +8.4% |
| 3Y | +31.3% | -55.7% | +87.0% | +44.1% |
| 5Y | +9.5% | -81.2% | +90.7% | +35.9% |
| All | +88.2% | +74.2% | +14.0% | +35.8% |
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