-65.4%
TEAM vs ELF
+273.9%
-339.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +5.7% | -21.9% | -17.4% |
| 7D | -19.8% | +4.0% | -23.8% | -20.7% |
| 30D | -21.5% | +10.6% | -32.1% | -23.4% |
| 3M | +39.5% | +25.8% | +13.7% | +32.4% |
| 6M | +73.1% | +89.1% | -16.0% | +50.1% |
| YTD | -5.2% | +52.7% | -58.0% | -15.3% |
| 1Y | -1.6% | +51.7% | -53.3% | -12.3% |
| 3Y | -11.4% | +14.2% | -25.7% | -35.2% |
| All | -65.4% | +273.9% | -339.3% | -92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling