+441.0%
TEAM vs EL
+60.9%
+380.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.2% |
| 7D | -22.2% | +7.6% | -29.8% | -24.6% |
| 30D | -28.1% | +15.7% | -43.8% | -32.3% |
| 3M | -2.2% | +30.5% | -32.7% | -12.8% |
| 6M | +62.2% | +32.5% | +29.7% | +43.8% |
| YTD | -8.4% | +9.4% | -17.8% | -14.7% |
| 1Y | -6.6% | +28.4% | -35.0% | -18.6% |
| 3Y | -15.7% | +4.4% | -20.2% | -26.9% |
| 5Y | -65.7% | -64.5% | -1.2% | -50.8% |
| 10Y | +441.0% | +64.9% | +376.1% | +309.2% |
| All | +441.0% | +60.9% | +380.1% | +309.2% |
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