+443.6%
TEAM vs ELV
+268.6%
+175.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.4% | +1.0% | -3.4% | -2.6% |
| 30D | -26.7% | +0.4% | -27.1% | -26.8% |
| 3M | -9.6% | +8.4% | -18.0% | -11.2% |
| 6M | +86.0% | +8.4% | +77.6% | +82.5% |
| YTD | -7.5% | +24.4% | -31.9% | -12.3% |
| 1Y | -1.4% | +33.5% | -34.8% | -8.1% |
| 3Y | -14.3% | -2.1% | -12.2% | -16.3% |
| 5Y | -66.3% | +5.8% | -72.1% | -68.1% |
| All | +443.6% | +268.6% | +175.1% | +277.0% |
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