-50.3%
TEAM vs ELF
+259.0%
-309.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -3.1% |
| 7D | -0.4% | +5.4% | -5.8% | -1.6% |
| 30D | +67.3% | +27.0% | +40.3% | +59.0% |
| 3M | +86.8% | +113.2% | -26.4% | +59.6% |
| 6M | +146.8% | +36.6% | +110.2% | +129.2% |
| YTD | +16.9% | +44.2% | -27.3% | +6.4% |
| 1Y | +12.8% | -18.0% | +30.8% | +13.4% |
| 3Y | -7.3% | -19.9% | +12.7% | -20.5% |
| All | -50.3% | +259.0% | -309.3% | -87.5% |
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