+152.6%
XRT vs EPAM
+163.7%
-11.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.2% | +4.0% |
| 7D | +2.5% | +9.1% | -6.6% | -0.2% |
| 30D | +10.3% | +38.5% | -28.2% | +1.5% |
| 3M | +2.4% | +61.0% | -58.6% | -9.4% |
| 6M | +10.0% | +58.0% | -48.1% | -3.6% |
| YTD | +9.5% | -23.5% | +33.0% | +13.1% |
| 1Y | +17.2% | -10.5% | +27.7% | +16.2% |
| 3Y | +62.0% | -33.8% | +95.8% | +66.4% |
| 5Y | -2.1% | -78.1% | +76.0% | +25.2% |
| 10Y | +152.6% | +157.7% | -5.2% | +44.4% |
| All | +152.6% | +163.7% | -11.1% | +44.4% |
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