+338.7%
ELF vs DTE
+151.0%
+187.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +4.3% | +1.6% | +2.7% | +3.6% |
| 30D | +7.7% | +9.1% | -1.3% | +4.1% |
| 3M | +24.7% | +2.4% | +22.3% | +23.3% |
| 6M | +114.6% | -0.2% | +114.9% | +113.8% |
| YTD | +55.8% | +11.0% | +44.8% | +48.2% |
| 1Y | +51.9% | +3.4% | +48.6% | +48.9% |
| 3Y | +24.6% | +57.1% | -32.5% | -1.4% |
| 5Y | +279.2% | +46.6% | +232.6% | +202.5% |
| 10Y | +338.7% | +151.3% | +187.5% | +209.4% |
| All | +338.7% | +151.0% | +187.7% | +209.4% |
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