-65.3%
TEAM vs EL
-66.1%
+0.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +2.2% | -18.4% | -17.0% |
| 7D | -19.8% | +0.8% | -20.6% | -20.3% |
| 30D | -21.5% | +16.5% | -38.0% | -26.4% |
| 3M | +39.5% | +29.2% | +10.3% | +24.8% |
| 6M | +73.1% | +27.9% | +45.2% | +54.9% |
| YTD | -5.2% | +6.2% | -11.4% | -11.1% |
| 1Y | -1.6% | +27.2% | -28.7% | -14.5% |
| 3Y | -11.4% | +3.2% | -14.7% | -24.7% |
| All | -65.3% | -66.1% | +0.8% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling