-65.8%
TEAM vs ES
+6.0%
-71.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | -16.9% | -1.1% | -15.8% | -16.7% |
| 30D | -26.8% | +8.2% | -35.0% | -27.8% |
| 3M | -1.9% | +0.6% | -2.5% | -2.0% |
| 6M | +79.2% | +6.0% | +73.2% | +77.0% |
| YTD | -6.1% | +9.3% | -15.4% | -8.5% |
| 1Y | -2.1% | +1.1% | -3.2% | -2.9% |
| 3Y | -13.6% | +51.9% | -65.5% | -28.7% |
| 5Y | -65.8% | +6.5% | -72.2% | -66.6% |
| All | -65.8% | +6.0% | -71.8% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling