+1,475.4%
ET vs DGX
+538.2%
+937.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.1% | +0.9% |
| 7D | +1.4% | -3.5% | +4.8% | +2.6% |
| 30D | +4.6% | -2.7% | +7.2% | +5.5% |
| 3M | +16.0% | +13.9% | +2.1% | +10.5% |
| 6M | +22.8% | +16.0% | +6.8% | +15.9% |
| YTD | +38.9% | +34.9% | +3.9% | +23.6% |
| 1Y | +34.1% | +30.6% | +3.5% | +20.4% |
| 3Y | +98.8% | +93.0% | +5.8% | +51.6% |
| 5Y | +246.8% | +64.4% | +182.4% | +174.7% |
| 10Y | +174.4% | +248.1% | -73.7% | +50.1% |
| All | +1,475.4% | +538.2% | +937.2% | +530.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling