+275.1%
ELF vs DBX
+23.7%
+251.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.1% | +8.8% | +6.8% |
| 7D | +4.0% | -4.4% | +8.4% | +5.5% |
| 30D | +10.6% | +4.8% | +5.8% | +8.7% |
| 3M | +25.8% | +0.3% | +25.5% | +24.5% |
| 6M | +89.1% | +40.4% | +48.7% | +62.9% |
| YTD | +52.7% | +24.7% | +28.1% | +37.5% |
| 1Y | +51.7% | +20.9% | +30.8% | +37.5% |
| 3Y | +14.2% | +34.5% | -20.3% | -7.2% |
| All | +275.1% | +23.7% | +251.4% | +200.7% |
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 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