-28.1%
DT vs ELF
+239.6%
-267.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.9% | +1.8% | -2.4% |
| 7D | -4.9% | -1.2% | -3.7% | -4.7% |
| 30D | +2.7% | +5.9% | -3.2% | +1.8% |
| 3M | +20.0% | +99.5% | -79.6% | +8.2% |
| 6M | +28.0% | +26.5% | +1.5% | +22.6% |
| YTD | +16.0% | +37.2% | -21.1% | +8.9% |
| 1Y | +0.7% | -24.4% | +25.1% | +2.4% |
| 3Y | +6.2% | -23.3% | +29.5% | -3.7% |
| 5Y | -28.1% | +245.2% | -273.3% | -72.5% |
| All | -28.1% | +239.6% | -267.7% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling