+24.4%
EL vs DGX
+255.3%
-231.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.1% |
| 7D | -6.5% | -0.9% | -5.6% | -6.2% |
| 30D | +11.1% | -1.2% | +12.3% | +11.7% |
| 3M | +10.7% | +15.8% | -5.1% | +5.2% |
| 6M | +6.9% | +18.2% | -11.3% | +0.7% |
| YTD | -6.3% | +37.2% | -43.5% | -16.5% |
| 1Y | +13.5% | +30.4% | -16.9% | +2.7% |
| 3Y | -33.1% | +96.7% | -129.8% | -48.2% |
| 5Y | -68.8% | +67.2% | -135.9% | -74.7% |
| All | +24.4% | +255.3% | -231.0% | -22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling