+99.5%
ET vs DGX
+96.4%
+3.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.0% |
| 7D | +0.2% | -0.9% | +1.1% | +0.3% |
| 30D | +2.9% | -1.2% | +4.0% | +3.0% |
| 3M | +16.8% | +15.8% | +1.0% | +15.2% |
| 6M | +18.9% | +18.2% | +0.7% | +17.0% |
| YTD | +37.7% | +37.2% | +0.5% | +33.1% |
| 1Y | +32.4% | +30.4% | +2.1% | +28.7% |
| 3Y | +99.5% | +96.7% | +2.8% | +85.1% |
| All | +99.5% | +96.4% | +3.1% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling