-65.8%
TEAM vs EFV
+92.8%
-158.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | -16.9% | +0.7% | -17.6% | -17.3% |
| 30D | -26.8% | +2.0% | -28.8% | -28.1% |
| 3M | -1.9% | -1.6% | -0.3% | -0.5% |
| 6M | +79.2% | +5.8% | +73.4% | +68.4% |
| YTD | -6.1% | +15.6% | -21.7% | -22.3% |
| 1Y | -2.1% | +19.0% | -21.0% | -21.8% |
| 3Y | -13.6% | +90.7% | -104.3% | -62.8% |
| 5Y | -65.8% | +92.8% | -158.6% | -85.6% |
| All | -65.8% | +92.8% | -158.6% | -85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling