+593.6%
DGX vs EFV
+253.2%
+340.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -2.2% | -0.5% | -1.7% | -2.0% |
| 30D | -0.9% | 0.0% | -0.9% | -0.9% |
| 3M | +15.6% | +8.4% | +7.2% | +11.4% |
| 6M | +17.8% | +12.3% | +5.5% | +11.4% |
| YTD | +37.5% | +17.4% | +20.1% | +27.3% |
| 1Y | +31.2% | +27.1% | +4.0% | +17.2% |
| 3Y | +96.6% | +90.7% | +5.9% | +45.5% |
| 5Y | +64.9% | +95.6% | -30.7% | +19.4% |
| 10Y | +254.6% | +165.3% | +89.3% | +119.5% |
| All | +593.6% | +253.2% | +340.4% | +256.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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