+78.6%
TEAM vs ESTC
+24.7%
+53.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.5% |
| 7D | -19.7% | -2.6% | -17.1% | -18.8% |
| 30D | -26.6% | -8.6% | -18.0% | -23.1% |
| 3M | -1.1% | +14.4% | -15.4% | -9.9% |
| 6M | +74.6% | +73.3% | +1.3% | +29.4% |
| YTD | -6.0% | +15.7% | -21.7% | -13.2% |
| 1Y | -3.2% | -7.6% | +4.3% | -0.8% |
| 3Y | -13.5% | +14.6% | -28.1% | -31.6% |
| 5Y | -65.5% | -50.0% | -15.4% | -61.6% |
| All | +78.6% | +24.7% | +53.9% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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