+242.9%
DIA vs ELF
+299.0%
-56.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.1% |
| 7D | -3.0% | -10.8% | +7.8% | -1.8% |
| 30D | -3.0% | +0.8% | -3.8% | -3.2% |
| 3M | +4.5% | +64.8% | -60.3% | -1.7% |
| 6M | +9.8% | +19.0% | -9.2% | +6.7% |
| YTD | +9.3% | +25.9% | -16.6% | +5.0% |
| 1Y | +16.0% | -28.8% | +44.7% | +17.5% |
| 3Y | +57.7% | -29.6% | +87.3% | +51.0% |
| 5Y | +63.8% | +216.2% | -152.5% | +20.6% |
| All | +242.9% | +299.0% | -56.1% | +120.5% |
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