-4.5%
XRT vs EPAM
-75.7%
+71.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +1.7% | +2.4% | -0.7% | +1.2% |
| 30D | +7.5% | +42.3% | -34.8% | -0.1% |
| 3M | +2.2% | +60.7% | -58.5% | -7.5% |
| 6M | +14.7% | +80.5% | -65.8% | +0.4% |
| YTD | +7.5% | -20.4% | +27.9% | +9.8% |
| 1Y | +14.1% | -9.6% | +23.7% | +13.5% |
| 3Y | +58.8% | -30.5% | +89.3% | +61.1% |
| All | -4.5% | -75.7% | +71.2% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling