-53.8%
TEAM vs EL
-67.4%
+13.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.1% | -4.9% | -6.1% |
| 7D | -5.7% | +1.7% | -7.4% | -6.3% |
| 30D | +18.3% | +15.5% | +2.9% | +11.1% |
| 3M | +80.2% | +20.6% | +59.7% | +67.1% |
| 6M | +111.0% | +10.5% | +100.5% | +100.4% |
| YTD | +8.8% | -1.9% | +10.7% | +6.1% |
| 1Y | +2.2% | +16.1% | -13.9% | -7.9% |
| 3Y | -14.6% | -30.2% | +15.6% | -8.2% |
| 5Y | -53.8% | -67.4% | +13.6% | -13.7% |
| All | -53.8% | -67.4% | +13.6% | -13.7% |
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