+502.9%
TEAM vs EL
+28.8%
+474.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.9% |
| 7D | -4.7% | -2.4% | -2.3% | -3.8% |
| 30D | +17.0% | +13.7% | +3.4% | +10.8% |
| 3M | +85.9% | +14.5% | +71.4% | +76.3% |
| 6M | +116.7% | +7.4% | +109.2% | +108.5% |
| YTD | +9.6% | -4.7% | +14.3% | +8.3% |
| 1Y | -2.5% | +12.9% | -15.5% | -10.7% |
| 3Y | -14.0% | -32.2% | +18.3% | -9.4% |
| 5Y | -53.1% | -68.4% | +15.3% | -29.3% |
| 10Y | +502.9% | +28.3% | +474.7% | +419.2% |
| All | +502.9% | +28.8% | +474.1% | +419.2% |
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