+494.0%
TEAM vs EFV
+167.0%
+327.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | -7.8% | -2.0% | -5.8% | -6.4% |
| 30D | +16.5% | -0.2% | +16.7% | +16.7% |
| 3M | +96.2% | +9.1% | +87.0% | +84.2% |
| 6M | +130.2% | +11.7% | +118.5% | +110.8% |
| YTD | +10.7% | +17.0% | -6.3% | -3.1% |
| 1Y | +3.0% | +26.7% | -23.7% | -15.3% |
| 3Y | -13.1% | +90.2% | -103.2% | -47.3% |
| 5Y | -52.7% | +96.1% | -148.8% | -71.9% |
| All | +494.0% | +167.0% | +327.0% | +193.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling