+11.7%
DIA vs ELF
+56.1%
-44.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.3% |
| 7D | +0.9% | +6.3% | -5.4% | +0.4% |
| 30D | +1.1% | +8.5% | -7.4% | +0.5% |
| 3M | -2.9% | +24.4% | -27.3% | -4.5% |
| 6M | +5.9% | +94.7% | -88.8% | +0.7% |
| YTD | +9.8% | +55.9% | -46.1% | +5.3% |
| 1Y | +11.7% | +48.4% | -36.7% | +7.7% |
| All | +11.7% | +56.1% | -44.4% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling