+637.6%
TEAM vs ESI
+225.9%
+411.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | -0.6% |
| 7D | -17.2% | -3.5% | -13.7% | -16.6% |
| 30D | -25.1% | -9.3% | -15.8% | -23.3% |
| 3M | +3.9% | -12.8% | +16.7% | +6.9% |
| 6M | +69.1% | -24.6% | +93.7% | +77.3% |
| YTD | -4.5% | +32.7% | -37.2% | -18.7% |
| 1Y | -1.9% | +20.3% | -22.2% | -13.8% |
| 3Y | -9.3% | +80.2% | -89.5% | -31.2% |
| 5Y | -65.2% | +40.0% | -105.1% | -71.6% |
| 10Y | +467.0% | +310.8% | +156.2% | +240.1% |
| All | +637.6% | +225.9% | +411.7% | +325.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling