+114.1%
DT vs ELV
+56.8%
+57.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | -0.3% |
| 7D | -1.6% | +2.8% | -4.4% | -2.2% |
| 30D | +3.0% | +4.9% | -1.9% | +1.9% |
| 3M | +26.5% | +4.9% | +21.6% | +24.8% |
| 6M | +35.9% | +45.1% | -9.1% | +24.1% |
| YTD | +17.8% | +20.7% | -2.8% | +11.5% |
| 1Y | +4.1% | +35.0% | -31.0% | -4.6% |
| 3Y | +5.3% | -2.4% | +7.7% | +2.6% |
| 5Y | -27.2% | +25.5% | -52.6% | -36.6% |
| All | +114.1% | +56.8% | +57.4% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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