+755.9%
DE vs ELF
+332.6%
+423.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -1.3% |
| 7D | +0.3% | +1.6% | -1.3% | +0.1% |
| 30D | +3.6% | +9.1% | -5.5% | +2.3% |
| 3M | +10.2% | +28.2% | -17.9% | +6.5% |
| 6M | +16.6% | +119.5% | -103.0% | +4.3% |
| YTD | +45.8% | +55.2% | -9.3% | +35.4% |
| 1Y | +43.9% | +58.6% | -14.7% | +33.0% |
| 3Y | +89.6% | +21.3% | +68.3% | +66.4% |
| 5Y | +100.3% | +276.2% | -175.9% | +38.1% |
| All | +755.9% | +332.6% | +423.3% | +424.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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