+42.6%
DTE vs EFV
+90.2%
-47.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.7% |
| 7D | -2.6% | -0.8% | -1.8% | -2.3% |
| 30D | -4.4% | +0.6% | -5.0% | -4.7% |
| 3M | -8.3% | +7.5% | -15.9% | -11.1% |
| 6M | -8.1% | +13.0% | -21.1% | -12.9% |
| YTD | +4.4% | +18.3% | -13.9% | -3.6% |
| 1Y | +0.2% | +26.7% | -26.6% | -10.6% |
| 3Y | +42.6% | +89.6% | -47.0% | -1.0% |
| All | +42.6% | +90.2% | -47.6% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling