+1,344.7%
EME vs DGX
+255.3%
+1,089.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.8% |
| 7D | +3.5% | -0.9% | +4.4% | +3.8% |
| 30D | -6.3% | -1.2% | -5.2% | -6.0% |
| 3M | -3.8% | +15.8% | -19.5% | -8.7% |
| 6M | +8.5% | +18.2% | -9.7% | +2.0% |
| YTD | +27.8% | +37.2% | -9.4% | +13.6% |
| 1Y | +22.2% | +30.4% | -8.1% | +10.2% |
| 3Y | +253.5% | +96.7% | +156.8% | +163.3% |
| 5Y | +578.6% | +67.2% | +511.5% | +431.3% |
| All | +1,344.7% | +255.3% | +1,089.3% | +680.2% |
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