+45.6%
EXC vs DGX
+59.5%
-13.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.1% |
| 7D | -1.6% | -3.5% | +1.8% | -0.6% |
| 30D | -2.4% | -2.7% | +0.3% | -1.6% |
| 3M | -4.0% | +13.9% | -17.8% | -8.0% |
| 6M | -9.8% | +16.0% | -25.8% | -14.3% |
| YTD | +2.3% | +34.9% | -32.6% | -7.8% |
| 1Y | +3.8% | +30.6% | -26.7% | -5.6% |
| 3Y | +19.7% | +93.0% | -73.2% | -5.2% |
| 5Y | +45.6% | +64.4% | -18.8% | +18.5% |
| All | +45.6% | +59.5% | -13.9% | +18.5% |
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 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