+607.6%
TEAM vs EIX
+60.9%
+546.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -22.2% | +1.0% | -23.2% | -22.3% |
| 30D | -28.1% | +8.9% | -37.0% | -28.9% |
| 3M | -2.2% | -9.8% | +7.6% | -1.5% |
| 6M | +62.2% | -10.2% | +72.4% | +62.6% |
| YTD | -8.4% | +5.9% | -14.3% | -11.6% |
| 1Y | -6.6% | +10.9% | -17.5% | -10.8% |
| 3Y | -15.7% | +10.2% | -25.9% | -20.5% |
| 5Y | -65.7% | +17.0% | -82.8% | -68.1% |
| 10Y | +441.0% | +35.1% | +405.9% | +387.3% |
| All | +607.6% | +60.9% | +546.7% | +573.0% |
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