+251.7%
DIA vs ELF
+357.0%
-105.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.8% |
| 7D | -0.2% | +5.4% | -5.5% | -0.8% |
| 30D | -1.5% | +27.0% | -28.5% | -4.3% |
| 3M | +3.8% | +113.2% | -109.4% | -5.2% |
| 6M | +10.3% | +36.6% | -26.3% | +5.5% |
| YTD | +12.1% | +44.2% | -32.1% | +6.1% |
| 1Y | +18.6% | -18.0% | +36.6% | +18.4% |
| 3Y | +60.6% | -19.9% | +80.6% | +51.6% |
| 5Y | +64.4% | +257.7% | -193.3% | +19.5% |
| All | +251.7% | +357.0% | -105.3% | +122.8% |
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