+526.9%
ELF vs DBX
+15.6%
+511.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.9% | +3.9% |
| 7D | +1.6% | -3.3% | +4.8% | +2.2% |
| 30D | +9.1% | -5.9% | +15.0% | +10.5% |
| 3M | +28.2% | -6.7% | +34.8% | +29.5% |
| 6M | +119.5% | +28.0% | +91.6% | +104.8% |
| YTD | +55.2% | +20.6% | +34.5% | +46.2% |
| 1Y | +58.6% | +10.3% | +48.3% | +52.5% |
| 3Y | +21.3% | +24.0% | -2.8% | +11.1% |
| 5Y | +276.2% | +24.2% | +252.0% | +237.1% |
| All | +526.9% | +15.6% | +511.3% | +397.7% |
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