-11.4%
TEAM vs ESTC
+18.0%
-29.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +2.2% | -18.4% | -17.3% |
| 7D | -19.8% | -11.5% | -8.3% | -14.9% |
| 30D | -21.5% | -7.5% | -14.0% | -18.5% |
| 3M | +39.5% | +23.1% | +16.4% | +24.4% |
| 6M | +73.1% | +75.3% | -2.2% | +32.7% |
| YTD | -5.2% | +14.1% | -19.3% | -13.8% |
| 1Y | -1.6% | -0.6% | -1.0% | -6.8% |
| 3Y | -11.4% | +20.8% | -32.3% | -17.2% |
| All | -11.4% | +18.0% | -29.4% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling