+488.0%
TEAM vs ELV
+258.8%
+229.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.0% |
| 7D | -4.7% | -2.2% | -2.5% | -4.2% |
| 30D | +17.0% | -0.2% | +17.2% | +17.1% |
| 3M | +85.9% | -6.1% | +92.0% | +88.0% |
| 6M | +116.7% | +42.8% | +73.8% | +99.9% |
| YTD | +9.6% | +14.4% | -4.8% | +5.7% |
| 1Y | -2.5% | +28.6% | -31.1% | -8.8% |
| 3Y | -14.0% | -7.4% | -6.6% | -15.1% |
| 5Y | -53.1% | +14.5% | -67.5% | -56.7% |
| All | +488.0% | +258.8% | +229.1% | +285.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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