+443.6%
TEAM vs EL
+62.2%
+381.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.9% |
| 7D | -2.4% | +1.5% | -3.9% | -3.0% |
| 30D | -26.7% | +10.0% | -36.7% | -29.6% |
| 3M | -9.6% | +28.4% | -38.0% | -19.0% |
| 6M | +86.0% | +37.1% | +49.0% | +62.7% |
| YTD | -7.5% | +7.8% | -15.3% | -13.4% |
| 1Y | -1.4% | +26.0% | -27.4% | -13.4% |
| 3Y | -14.3% | +3.8% | -18.1% | -25.6% |
| 5Y | -66.3% | -65.2% | -1.1% | -51.2% |
| All | +443.6% | +62.2% | +381.4% | +307.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling