+303.5%
EWY vs DGX
+255.3%
+48.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.6% | +2.8% |
| 7D | -0.1% | -0.9% | +0.8% | +0.2% |
| 30D | +7.3% | -1.2% | +8.5% | +7.6% |
| 3M | -5.1% | +15.8% | -20.9% | -8.9% |
| 6M | +42.1% | +18.2% | +23.9% | +35.1% |
| YTD | +94.1% | +37.2% | +56.9% | +76.4% |
| 1Y | +147.8% | +30.4% | +117.5% | +128.0% |
| 3Y | +222.9% | +96.7% | +126.2% | +156.1% |
| 5Y | +150.6% | +67.2% | +83.5% | +106.7% |
| All | +303.5% | +255.3% | +48.2% | +132.8% |
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