+683.7%
DTE vs EFV
+252.1%
+431.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.1% |
| 7D | -2.0% | -2.0% | 0.0% | -0.9% |
| 30D | -2.4% | -0.2% | -2.2% | -2.3% |
| 3M | -7.3% | +9.1% | -16.4% | -11.6% |
| 6M | -7.6% | +11.7% | -19.3% | -13.2% |
| YTD | +5.8% | +17.0% | -11.2% | -3.2% |
| 1Y | +2.3% | +26.7% | -24.4% | -10.4% |
| 3Y | +45.0% | +90.2% | -45.1% | +1.4% |
| 5Y | +33.2% | +96.1% | -62.9% | -9.5% |
| 10Y | +141.4% | +164.5% | -23.1% | +37.9% |
| All | +683.7% | +252.1% | +431.6% | +256.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling