+48.4%
ELF vs DBX
+3.8%
+44.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.6% |
| 7D | +6.3% | -7.3% | +13.6% | +7.1% |
| 30D | +8.5% | -5.7% | +14.2% | +9.2% |
| 3M | +24.4% | -6.3% | +30.8% | +24.8% |
| 6M | +94.7% | +12.1% | +82.6% | +89.1% |
| YTD | +55.9% | +16.5% | +39.3% | +49.0% |
| 1Y | +48.4% | +6.1% | +42.4% | +47.1% |
| All | +48.4% | +3.8% | +44.6% | +47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling