+467.0%
TEAM vs ES
+82.6%
+384.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -17.2% | -0.1% | -17.1% | -17.1% |
| 30D | -25.1% | +5.7% | -30.8% | -25.9% |
| 3M | +3.9% | -2.8% | +6.7% | +4.4% |
| 6M | +69.1% | +7.0% | +62.1% | +66.4% |
| YTD | -4.5% | +6.8% | -11.2% | -6.5% |
| 1Y | -1.9% | -0.5% | -1.4% | -2.6% |
| 3Y | -9.3% | +47.2% | -56.5% | -20.0% |
| 5Y | -65.2% | +2.3% | -67.4% | -66.3% |
| 10Y | +467.0% | +85.6% | +381.3% | +423.5% |
| All | +467.0% | +82.6% | +384.4% | +423.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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