+24.4%
EL vs DTE
+137.8%
-113.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.3% |
| 7D | -6.5% | -2.6% | -3.9% | -5.3% |
| 30D | +11.1% | -4.4% | +15.5% | +13.4% |
| 3M | +10.7% | -8.3% | +19.1% | +15.0% |
| 6M | +6.9% | -8.1% | +14.9% | +10.4% |
| YTD | -6.3% | +4.4% | -10.7% | -9.4% |
| 1Y | +13.5% | +0.2% | +13.3% | +12.0% |
| 3Y | -33.1% | +42.6% | -75.7% | -45.2% |
| 5Y | -68.8% | +31.5% | -100.2% | -73.6% |
| All | +24.4% | +137.8% | -113.4% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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