-53.1%
TEAM vs EFV
+95.4%
-148.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.6% |
| 7D | -4.7% | -0.5% | -4.2% | -4.1% |
| 30D | +17.0% | 0.0% | +17.0% | +17.0% |
| 3M | +85.9% | +8.4% | +77.5% | +71.8% |
| 6M | +116.7% | +12.3% | +104.3% | +90.5% |
| YTD | +9.6% | +17.4% | -7.8% | -9.9% |
| 1Y | -2.5% | +27.1% | -29.7% | -27.2% |
| 3Y | -14.0% | +90.7% | -104.7% | -61.4% |
| 5Y | -53.1% | +95.6% | -148.7% | -80.7% |
| All | -53.1% | +95.4% | -148.5% | -80.7% |
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