-69.0%
EL vs DTE
+31.2%
-100.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -1.7% |
| 7D | -4.4% | -2.0% | -2.4% | -3.5% |
| 30D | +10.3% | -2.4% | +12.7% | +11.3% |
| 3M | +13.4% | -7.3% | +20.7% | +17.0% |
| 6M | +3.1% | -7.6% | +10.7% | +6.2% |
| YTD | -6.9% | +5.8% | -12.7% | -11.1% |
| 1Y | +11.9% | +2.3% | +9.6% | +8.8% |
| 3Y | -33.8% | +45.0% | -78.8% | -47.7% |
| 5Y | -69.0% | +33.2% | -102.2% | -74.8% |
| All | -69.0% | +31.2% | -100.2% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling