+864.1%
DE vs ELF
+357.0%
+507.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.4% |
| 7D | +10.0% | +5.4% | +4.7% | +9.3% |
| 30D | +13.3% | +27.0% | -13.7% | +9.7% |
| 3M | +17.5% | +113.2% | -95.7% | +5.9% |
| 6M | +13.6% | +36.6% | -23.0% | +7.9% |
| YTD | +49.8% | +44.2% | +5.6% | +40.7% |
| 1Y | +47.9% | -18.0% | +65.9% | +47.5% |
| 3Y | +72.5% | -19.9% | +92.5% | +61.6% |
| 5Y | +90.2% | +257.7% | -167.5% | +32.2% |
| All | +864.1% | +357.0% | +507.2% | +481.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling