+115.6%
DT vs ELF
+472.4%
-356.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +2.4% |
| 7D | -2.5% | -10.8% | +8.3% | -0.5% |
| 30D | +3.5% | +0.8% | +2.7% | +3.2% |
| 3M | +26.7% | +64.8% | -38.0% | +14.5% |
| 6M | +36.1% | +19.0% | +17.2% | +29.7% |
| YTD | +18.6% | +25.9% | -7.3% | +10.6% |
| 1Y | +7.9% | -28.8% | +36.7% | +10.5% |
| 3Y | +8.6% | -29.6% | +38.2% | -1.3% |
| 5Y | -26.7% | +216.2% | -242.9% | -64.3% |
| All | +115.6% | +472.4% | -356.8% | -24.9% |
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