+99.6%
DE vs ELF
+217.5%
-117.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | -2.6% | -11.6% | +9.1% | -1.5% |
| 30D | +9.0% | +4.6% | +4.4% | +8.5% |
| 3M | +19.1% | +59.7% | -40.6% | +13.7% |
| 6M | +14.4% | +21.2% | -6.8% | +11.7% |
| YTD | +45.9% | +27.4% | +18.5% | +41.3% |
| 1Y | +43.6% | -29.8% | +73.4% | +45.9% |
| 3Y | +75.9% | -28.5% | +104.3% | +67.2% |
| All | +99.6% | +217.5% | -117.9% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling