+122.1%
TEAM vs ESTC
+31.2%
+90.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -0.1% |
| 7D | -0.4% | -8.1% | +7.7% | +4.2% |
| 30D | +67.3% | +31.7% | +35.6% | +42.6% |
| 3M | +86.8% | +41.1% | +45.7% | +54.5% |
| 6M | +146.8% | +77.1% | +69.7% | +83.3% |
| YTD | +16.9% | +21.7% | -4.8% | +5.5% |
| 1Y | +12.8% | +8.4% | +4.4% | +5.8% |
| 3Y | -7.3% | +23.6% | -30.9% | -29.8% |
| 5Y | -50.7% | -46.5% | -4.2% | -47.1% |
| All | +122.1% | +31.2% | +90.9% | +43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling