+274.4%
ELF vs DTE
+42.0%
+232.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.6% | +5.7% |
| 7D | +4.0% | -0.3% | +4.3% | +4.0% |
| 30D | +10.6% | +6.2% | +4.4% | +9.7% |
| 3M | +25.8% | -2.6% | +28.4% | +26.2% |
| 6M | +89.1% | -3.5% | +92.6% | +89.7% |
| YTD | +52.7% | +7.4% | +45.4% | +51.1% |
| 1Y | +51.7% | +4.2% | +47.5% | +50.8% |
| 3Y | +14.2% | +51.7% | -37.5% | +3.8% |
| All | +274.4% | +42.0% | +232.4% | +244.9% |
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