+87.8%
DT vs ELF
+605.2%
-517.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -0.9% |
| 7D | +3.1% | +1.6% | +1.5% | +2.8% |
| 30D | -29.5% | +9.1% | -38.6% | -30.8% |
| 3M | -11.7% | +28.2% | -39.9% | -16.0% |
| 6M | +29.0% | +119.5% | -90.5% | +9.8% |
| YTD | +3.4% | +55.2% | -51.8% | -7.5% |
| 1Y | -4.2% | +58.6% | -62.8% | -14.9% |
| 3Y | -12.8% | +21.3% | -34.1% | -31.1% |
| 5Y | -39.6% | +276.2% | -315.8% | -71.3% |
| All | +87.8% | +605.2% | -517.4% | -37.2% |
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