+441.0%
TEAM vs EW
+234.0%
+206.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.8% |
| 7D | -22.2% | +9.3% | -31.5% | -25.6% |
| 30D | -28.1% | +22.1% | -50.2% | -34.8% |
| 3M | -2.2% | +13.0% | -15.2% | -8.2% |
| 6M | +62.2% | +30.1% | +32.1% | +42.2% |
| YTD | -8.4% | +22.0% | -30.4% | -17.7% |
| 1Y | -6.6% | +23.7% | -30.3% | -16.8% |
| 3Y | -15.7% | +62.0% | -77.7% | -40.9% |
| 5Y | -65.7% | -12.4% | -53.3% | -66.0% |
| 10Y | +441.0% | +236.1% | +204.9% | +205.5% |
| All | +441.0% | +234.0% | +206.9% | +205.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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