+273.0%
ELF vs DGX
+90.8%
+182.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +1.6% | +1.6% | 0.0% | +1.3% |
| 30D | +9.1% | +11.2% | -2.1% | +7.0% |
| 3M | +28.2% | +10.4% | +17.8% | +25.8% |
| 6M | +119.5% | +37.1% | +82.5% | +107.1% |
| YTD | +55.2% | +52.1% | +3.0% | +42.5% |
| 1Y | +58.6% | +40.7% | +17.9% | +48.2% |
| 3Y | +21.3% | +107.6% | -86.3% | +1.6% |
| All | +273.0% | +90.8% | +182.2% | +204.1% |
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