+504.5%
TEAM vs ELF
+357.0%
+147.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -3.0% |
| 7D | -0.4% | +5.4% | -5.8% | -1.3% |
| 30D | +67.3% | +27.0% | +40.3% | +60.9% |
| 3M | +86.8% | +113.2% | -26.4% | +65.2% |
| 6M | +146.8% | +36.6% | +110.2% | +132.9% |
| YTD | +16.9% | +44.2% | -27.3% | +8.6% |
| 1Y | +12.8% | -18.0% | +30.8% | +12.9% |
| 3Y | -7.3% | -19.9% | +12.7% | -13.9% |
| 5Y | -50.7% | +257.7% | -308.4% | -66.9% |
| All | +504.5% | +357.0% | +147.6% | +269.0% |
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 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