-9.3%
TEAM vs ED
+47.4%
-56.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.7% |
| 7D | -17.2% | -0.1% | -17.1% | -17.3% |
| 30D | -25.1% | +11.6% | -36.7% | -20.4% |
| 3M | +3.9% | +10.5% | -6.6% | +9.9% |
| 6M | +69.1% | +13.2% | +55.9% | +82.1% |
| YTD | -4.5% | +22.1% | -26.6% | +6.1% |
| 1Y | -1.9% | +24.2% | -26.0% | +9.7% |
| 3Y | -9.3% | +46.9% | -56.2% | -5.2% |
| All | -9.3% | +47.4% | -56.8% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 3y: compounded portfolio wealth divided by compounded ED 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…
3y analysis · Full analysis span regression · 6 months rolling