+614.2%
TEAM vs EFV
+164.8%
+449.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.8% |
| 7D | -2.4% | +2.5% | -4.9% | -4.1% |
| 30D | -26.7% | +2.9% | -29.6% | -28.1% |
| 3M | -9.6% | -1.4% | -8.2% | -8.8% |
| 6M | +86.0% | +5.5% | +80.5% | +78.5% |
| YTD | -7.5% | +16.1% | -23.6% | -18.5% |
| 1Y | -1.4% | +20.3% | -21.6% | -15.5% |
| 3Y | -14.3% | +90.4% | -104.7% | -47.8% |
| 5Y | -66.3% | +93.5% | -159.8% | -79.6% |
| 10Y | +445.6% | +161.5% | +284.1% | +173.6% |
| All | +614.2% | +164.8% | +449.5% | +249.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling