+69.9%
ED vs DGX
+59.5%
+10.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.1% |
| 7D | -1.9% | -3.5% | +1.6% | -0.8% |
| 30D | +0.1% | -2.7% | +2.8% | +0.9% |
| 3M | 0.0% | +13.9% | -13.9% | -4.3% |
| 6M | -2.5% | +16.0% | -18.5% | -7.4% |
| YTD | +10.1% | +34.9% | -24.8% | -0.7% |
| 1Y | +13.6% | +30.6% | -17.0% | +3.4% |
| 3Y | +32.4% | +93.0% | -60.5% | +5.6% |
| 5Y | +69.9% | +64.4% | +5.4% | +42.3% |
| All | +69.9% | +59.5% | +10.4% | +42.3% |
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