+108.4%
ELV vs DBX
+16.6%
+91.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.6% | -0.9% |
| 7D | -0.3% | -1.3% | +1.0% | -0.1% |
| 30D | +2.0% | -2.9% | +4.8% | +2.3% |
| 3M | -3.5% | +23.8% | -27.3% | -6.7% |
| 6M | +40.2% | +26.2% | +14.0% | +34.5% |
| YTD | +15.8% | +21.6% | -5.8% | +11.7% |
| 1Y | +33.2% | +11.4% | +21.7% | +29.8% |
| 3Y | -6.2% | +21.3% | -27.5% | -11.7% |
| 5Y | +16.4% | +6.7% | +9.8% | +10.2% |
| All | +108.4% | +16.6% | +91.8% | +73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling