-65.2%
TEAM vs ED
+82.1%
-147.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -17.2% | -0.1% | -17.1% | -17.2% |
| 30D | -25.1% | +11.6% | -36.7% | -23.3% |
| 3M | +3.9% | +10.5% | -6.6% | +6.2% |
| 6M | +69.1% | +13.2% | +55.9% | +73.9% |
| YTD | -4.5% | +22.1% | -26.6% | -1.3% |
| 1Y | -1.9% | +24.2% | -26.0% | +1.5% |
| 3Y | -9.3% | +46.9% | -56.2% | -10.4% |
| 5Y | -65.2% | +80.8% | -146.0% | -63.9% |
| All | -65.2% | +82.1% | -147.2% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling