+81.5%
TEAM vs ESTC
+28.9%
+52.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.1% | -1.9% |
| 7D | -17.2% | -1.2% | -16.0% | -17.0% |
| 30D | -25.1% | -8.1% | -17.0% | -21.8% |
| 3M | +3.9% | +20.2% | -16.3% | -8.0% |
| 6M | +69.1% | +72.7% | -3.6% | +25.5% |
| YTD | -4.5% | +19.6% | -24.1% | -13.4% |
| 1Y | -1.9% | +0.3% | -2.1% | -3.8% |
| 3Y | -9.3% | +22.8% | -32.1% | -31.1% |
| 5Y | -65.2% | -50.9% | -14.3% | -61.1% |
| All | +81.5% | +28.9% | +52.5% | +17.9% |
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