-53.8%
TEAM vs ED
+71.7%
-125.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.9% | -7.9% | -6.8% |
| 7D | -5.7% | +0.5% | -6.2% | -5.6% |
| 30D | +18.3% | +1.1% | +17.3% | +18.6% |
| 3M | +80.2% | +4.6% | +75.6% | +82.0% |
| 6M | +111.0% | -2.0% | +112.9% | +111.4% |
| YTD | +8.8% | +11.7% | -2.9% | +10.3% |
| 1Y | +2.2% | +15.7% | -13.6% | +3.8% |
| 3Y | -14.6% | +34.4% | -49.0% | -16.6% |
| 5Y | -53.8% | +67.3% | -121.1% | -50.4% |
| All | -53.8% | +71.7% | -125.5% | -50.4% |
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