+141.1%
XRT vs EPAM
+165.6%
-24.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -1.4% | +18.5% | -20.0% | -5.9% |
| 30D | +9.8% | +44.0% | -34.3% | 0.0% |
| 3M | +3.3% | +63.0% | -59.7% | -8.9% |
| 6M | +13.6% | +67.3% | -53.7% | -1.8% |
| YTD | +9.1% | -20.5% | +29.6% | +11.6% |
| 1Y | +15.1% | -9.6% | +24.7% | +13.9% |
| 3Y | +59.9% | -30.8% | +90.8% | +62.6% |
| 5Y | -1.7% | -75.6% | +73.9% | +21.6% |
| 10Y | +141.1% | +159.6% | -18.4% | +39.5% |
| All | +141.1% | +165.6% | -24.5% | +39.5% |
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