+151.5%
EXC vs DG
+105.6%
+45.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +1.4% |
| 7D | +1.2% | -2.5% | +3.7% | +1.7% |
| 30D | -2.7% | +1.0% | -3.7% | -3.0% |
| 3M | -1.0% | +20.3% | -21.3% | -4.5% |
| 6M | -9.3% | -11.7% | +2.5% | -7.7% |
| YTD | +3.6% | -2.3% | +5.9% | +3.2% |
| 1Y | +5.9% | +20.0% | -14.1% | +0.8% |
| 3Y | +21.3% | +7.2% | +14.1% | +13.5% |
| 5Y | +46.2% | -37.9% | +84.1% | +56.6% |
| 10Y | +151.5% | +107.3% | +44.2% | +117.4% |
| All | +151.5% | +105.6% | +45.8% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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