+313.8%
ELF vs DTE
+129.5%
+184.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.4% |
| 7D | +5.4% | +0.2% | +5.2% | +5.3% |
| 30D | +27.0% | -2.6% | +29.5% | +28.2% |
| 3M | +113.2% | -3.9% | +117.1% | +115.9% |
| 6M | +36.6% | -7.9% | +44.5% | +40.6% |
| YTD | +44.2% | +7.2% | +37.0% | +39.3% |
| 1Y | -18.0% | +3.1% | -21.1% | -19.6% |
| 3Y | -19.9% | +47.6% | -67.5% | -35.0% |
| 5Y | +257.7% | +32.7% | +225.0% | +199.7% |
| All | +313.8% | +129.5% | +184.3% | +187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling