+441.0%
TEAM vs ESI
+306.3%
+134.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.4% | -3.9% |
| 7D | -22.2% | -6.6% | -15.6% | -20.8% |
| 30D | -28.1% | -9.8% | -18.3% | -26.1% |
| 3M | -2.2% | -11.9% | +9.8% | +0.6% |
| 6M | +62.2% | -25.1% | +87.3% | +71.1% |
| YTD | -8.4% | +31.9% | -40.2% | -24.0% |
| 1Y | -6.6% | +19.2% | -25.8% | -19.6% |
| 3Y | -15.7% | +76.2% | -91.9% | -38.7% |
| 5Y | -65.7% | +39.4% | -105.1% | -73.3% |
| 10Y | +441.0% | +304.9% | +136.1% | +199.9% |
| All | +441.0% | +306.3% | +134.7% | +199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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