+235.6%
ELF vs DGX
+64.0%
+171.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.0% | -4.1% |
| 7D | -6.8% | -2.2% | -4.6% | -6.4% |
| 30D | +5.1% | -0.9% | +6.0% | +5.3% |
| 3M | +79.8% | +15.6% | +64.2% | +75.3% |
| 6M | +29.7% | +17.8% | +11.9% | +26.0% |
| YTD | +31.6% | +37.5% | -5.8% | +23.4% |
| 1Y | -27.9% | +31.2% | -59.1% | -31.8% |
| 3Y | -26.4% | +96.6% | -123.0% | -38.1% |
| 5Y | +235.6% | +64.9% | +170.7% | +185.6% |
| All | +235.6% | +64.0% | +171.6% | +185.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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