+637.6%
TEAM vs EIX
+60.8%
+576.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | -17.2% | +0.7% | -17.9% | -17.2% |
| 30D | -25.1% | +8.8% | -33.8% | -25.8% |
| 3M | +3.9% | -10.9% | +14.8% | +4.8% |
| 6M | +69.1% | -10.3% | +79.4% | +69.5% |
| YTD | -4.5% | +5.8% | -10.3% | -7.8% |
| 1Y | -1.9% | +11.4% | -13.2% | -6.3% |
| 3Y | -9.3% | +11.1% | -20.4% | -14.6% |
| 5Y | -65.2% | +18.5% | -83.6% | -67.6% |
| 10Y | +467.0% | +32.2% | +434.7% | +411.3% |
| All | +637.6% | +60.8% | +576.8% | +601.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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