+80.0%
TEAM vs ESTC
+23.0%
+57.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +2.2% | -18.4% | -17.4% |
| 7D | -19.8% | -11.5% | -8.3% | -14.5% |
| 30D | -21.5% | -7.5% | -14.0% | -18.3% |
| 3M | +39.5% | +23.1% | +16.4% | +23.0% |
| 6M | +73.1% | +75.3% | -2.2% | +27.6% |
| YTD | -5.2% | +14.1% | -19.3% | -11.7% |
| 1Y | -1.6% | -0.6% | -1.0% | -2.9% |
| 3Y | -11.4% | +20.8% | -32.3% | -32.1% |
| 5Y | -65.1% | -48.8% | -16.3% | -61.5% |
| All | +80.0% | +23.0% | +57.1% | +20.2% |
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 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