+637.6%
TEAM vs ED
+174.8%
+462.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.5% |
| 3M | +3.9% | +10.5% | -6.6% | +4.7% |
| 6M | +69.1% | +13.2% | +55.9% | +70.7% |
| YTD | -4.5% | +22.1% | -26.6% | -3.4% |
| 1Y | -1.9% | +24.2% | -26.0% | -0.8% |
| 3Y | -9.3% | +46.9% | -56.2% | -9.5% |
| 5Y | -65.2% | +80.8% | -146.0% | -65.2% |
| 10Y | +467.0% | +134.3% | +332.7% | +531.8% |
| All | +637.6% | +174.8% | +462.8% | +1,425.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling