+18.9%
ELV vs DBX
+7.0%
+11.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.6% | -1.5% |
| 7D | -2.2% | +0.3% | -2.5% | -2.2% |
| 30D | -0.2% | 0.0% | -0.2% | -0.3% |
| 3M | -6.1% | +26.1% | -32.2% | -8.3% |
| 6M | +42.8% | +29.4% | +13.5% | +38.8% |
| YTD | +14.4% | +24.4% | -10.0% | +11.6% |
| 1Y | +28.6% | +10.9% | +17.7% | +26.7% |
| 3Y | -7.4% | +24.1% | -31.5% | -11.6% |
| All | +18.9% | +7.0% | +11.9% | +14.6% |
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