+466.8%
TEAM vs ELF
+317.0%
+149.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.4% |
| 7D | -4.7% | -6.8% | +2.1% | -3.5% |
| 30D | +17.0% | +5.1% | +12.0% | +16.0% |
| 3M | +85.9% | +79.8% | +6.1% | +69.3% |
| 6M | +116.7% | +29.7% | +86.9% | +106.3% |
| YTD | +9.6% | +31.6% | -22.0% | +3.5% |
| 1Y | -2.5% | -27.9% | +25.4% | -0.2% |
| 3Y | -14.0% | -26.4% | +12.5% | -19.0% |
| 5Y | -53.1% | +235.6% | -288.7% | -68.1% |
| All | +466.8% | +317.0% | +149.8% | +251.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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