+60.1%
EWZ vs DGX
+64.0%
-3.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.1% | -2.2% | +2.2% | +0.3% |
| 30D | +8.2% | -0.9% | +9.1% | +8.4% |
| 3M | +13.3% | +15.6% | -2.3% | +10.3% |
| 6M | +3.6% | +17.8% | -14.2% | +0.3% |
| YTD | +21.0% | +37.5% | -16.5% | +13.3% |
| 1Y | +34.7% | +31.2% | +3.5% | +27.3% |
| 3Y | +48.3% | +96.6% | -48.3% | +27.7% |
| 5Y | +60.1% | +64.9% | -4.8% | +41.8% |
| All | +60.1% | +64.0% | -3.9% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling