+148.1%
XRT vs EPAM
+170.1%
-22.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.1% | -0.8% |
| 7D | +0.9% | +13.4% | -12.5% | -2.6% |
| 30D | +7.9% | +47.1% | -39.1% | -2.1% |
| 3M | -0.2% | +71.2% | -71.4% | -13.0% |
| 6M | +5.6% | +48.9% | -43.4% | -6.1% |
| YTD | +5.7% | -22.2% | +27.9% | +8.7% |
| 1Y | +14.6% | -5.2% | +19.8% | +12.0% |
| 3Y | +50.7% | -34.9% | +85.6% | +55.5% |
| 5Y | -4.8% | -77.4% | +72.6% | +20.6% |
| All | +148.1% | +170.1% | -22.1% | +41.4% |
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