+338.3%
ELF vs DTE
+129.9%
+208.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.6% | +5.7% |
| 7D | +4.0% | -0.3% | +4.3% | +4.1% |
| 30D | +10.6% | +6.2% | +4.4% | +7.9% |
| 3M | +25.8% | -2.6% | +28.4% | +26.9% |
| 6M | +89.1% | -3.5% | +92.6% | +90.7% |
| YTD | +52.7% | +7.4% | +45.4% | +47.3% |
| 1Y | +51.7% | +4.2% | +47.5% | +48.1% |
| 3Y | +14.2% | +51.7% | -37.5% | -8.3% |
| 5Y | +270.7% | +39.7% | +231.0% | +202.2% |
| 10Y | +341.9% | +137.5% | +204.5% | +200.2% |
| All | +338.3% | +129.9% | +208.3% | +203.9% |
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 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