+373.9%
TEAM vs ELF
+393.8%
-19.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.9% |
| 7D | -22.2% | +6.3% | -28.5% | -23.2% |
| 30D | -28.1% | +8.5% | -36.6% | -29.2% |
| 3M | -2.2% | +24.4% | -26.6% | -6.0% |
| 6M | +62.2% | +94.7% | -32.5% | +44.9% |
| YTD | -8.4% | +55.9% | -64.2% | -16.1% |
| 1Y | -6.6% | +48.4% | -55.0% | -14.0% |
| 3Y | -15.7% | +24.6% | -40.3% | -27.8% |
| 5Y | -65.7% | +285.0% | -350.7% | -77.3% |
| 10Y | +441.0% | +357.2% | +83.7% | +224.3% |
| All | +373.9% | +393.8% | -19.9% | +184.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling