+14.2%
ELF vs DBX
+33.4%
-19.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.1% | +8.8% | +6.4% |
| 7D | +4.0% | -4.4% | +8.4% | +5.0% |
| 30D | +10.6% | +4.8% | +5.8% | +9.3% |
| 3M | +25.8% | +0.3% | +25.5% | +25.0% |
| 6M | +89.1% | +40.4% | +48.7% | +70.8% |
| YTD | +52.7% | +24.7% | +28.1% | +42.4% |
| 1Y | +51.7% | +20.9% | +30.8% | +42.1% |
| 3Y | +14.2% | +34.5% | -20.3% | -2.0% |
| All | +14.2% | +33.4% | -19.2% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling