+16.6%
DE vs ELF
+111.9%
-95.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -0.7% |
| 7D | +0.3% | +1.6% | -1.3% | +0.3% |
| 30D | +3.6% | +9.1% | -5.5% | +3.9% |
| 3M | +10.2% | +28.2% | -17.9% | +11.6% |
| 6M | +16.6% | +119.5% | -103.0% | +29.7% |
| All | +16.6% | +111.9% | -95.4% | +29.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling