+277.7%
ELF vs DTE
+129.5%
+148.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.7% |
| 7D | -6.8% | 0.0% | -6.8% | -6.8% |
| 30D | +5.1% | -0.5% | +5.6% | +5.2% |
| 3M | +79.8% | -6.0% | +85.8% | +83.8% |
| 6M | +29.7% | -7.2% | +36.9% | +33.1% |
| YTD | +31.6% | +7.2% | +24.5% | +27.1% |
| 1Y | -27.9% | +4.1% | -32.0% | -29.6% |
| 3Y | -26.4% | +46.9% | -73.3% | -40.1% |
| 5Y | +235.6% | +32.9% | +202.7% | +181.1% |
| All | +277.7% | +129.5% | +148.2% | +162.3% |
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