-17.0%
TEAM vs EFV
+88.7%
-105.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.3% |
| 7D | -4.7% | -0.5% | -4.2% | -4.3% |
| 30D | +17.0% | 0.0% | +17.0% | +17.0% |
| 3M | +85.9% | +8.4% | +77.5% | +77.3% |
| 6M | +116.7% | +12.3% | +104.3% | +99.3% |
| YTD | +9.6% | +17.4% | -7.8% | -5.0% |
| 1Y | -2.5% | +27.1% | -29.7% | -22.5% |
| All | -17.0% | +88.7% | -105.7% | -58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling