+244.4%
DIA vs ELF
+393.8%
-149.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +0.9% | +6.3% | -5.4% | +0.2% |
| 30D | +1.1% | +8.5% | -7.4% | +0.1% |
| 3M | -2.9% | +24.4% | -27.3% | -5.4% |
| 6M | +5.9% | +94.7% | -88.8% | -2.5% |
| YTD | +9.8% | +55.9% | -46.1% | +2.9% |
| 1Y | +11.7% | +48.4% | -36.7% | +5.2% |
| 3Y | +59.5% | +24.6% | +34.9% | +42.0% |
| 5Y | +57.5% | +285.0% | -227.5% | +13.6% |
| 10Y | +235.9% | +357.2% | -121.3% | +110.7% |
| All | +244.4% | +393.8% | -149.4% | +116.1% |
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