+529.7%
ELF vs DBX
+11.7%
+518.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.6% |
| 7D | +6.3% | -7.3% | +13.6% | +8.0% |
| 30D | +8.5% | -5.7% | +14.2% | +9.8% |
| 3M | +24.4% | -6.3% | +30.8% | +25.5% |
| 6M | +94.7% | +12.1% | +82.6% | +87.6% |
| YTD | +55.9% | +16.5% | +39.3% | +48.0% |
| 1Y | +48.4% | +6.1% | +42.4% | +44.0% |
| 3Y | +24.6% | +21.8% | +2.9% | +14.7% |
| 5Y | +285.0% | +19.1% | +265.9% | +248.1% |
| All | +529.7% | +11.7% | +518.0% | +403.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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