+255.0%
ELF vs DBX
+7.0%
+248.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.9% |
| 7D | +5.4% | -2.4% | +7.8% | +6.2% |
| 30D | +27.0% | -0.5% | +27.5% | +26.8% |
| 3M | +113.2% | +28.1% | +85.1% | +94.4% |
| 6M | +36.6% | +33.1% | +3.5% | +21.5% |
| YTD | +44.2% | +25.3% | +18.9% | +31.2% |
| 1Y | -18.0% | +18.3% | -36.3% | -24.0% |
| 3Y | -19.9% | +25.0% | -44.9% | -31.0% |
| All | +255.0% | +7.0% | +248.1% | +168.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling