+238.2%
DIA vs ELF
+383.9%
-145.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -1.0% |
| 7D | -0.9% | +4.0% | -4.9% | -1.4% |
| 30D | +0.3% | +10.6% | -10.3% | -0.9% |
| 3M | -4.5% | +25.8% | -30.3% | -7.1% |
| 6M | +3.4% | +89.1% | -85.7% | -4.5% |
| YTD | +7.8% | +52.7% | -45.0% | +1.3% |
| 1Y | +10.7% | +51.7% | -41.0% | +4.0% |
| 3Y | +57.5% | +14.2% | +43.3% | +41.9% |
| 5Y | +53.7% | +270.7% | -217.0% | +11.4% |
| 10Y | +247.2% | +341.9% | -94.8% | +118.3% |
| All | +238.2% | +383.9% | -145.8% | +112.6% |
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