+1,851.9%
TER vs DGX
+255.3%
+1,596.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +1.9% |
| 7D | +6.4% | -0.9% | +7.2% | +6.7% |
| 30D | -5.7% | -1.2% | -4.5% | -5.3% |
| 3M | -0.4% | +15.8% | -16.2% | -6.8% |
| 6M | +25.8% | +18.2% | +7.7% | +16.5% |
| YTD | +96.4% | +37.2% | +59.2% | +70.0% |
| 1Y | +229.2% | +30.4% | +198.9% | +189.1% |
| 3Y | +288.1% | +96.7% | +191.4% | +172.5% |
| 5Y | +219.9% | +67.2% | +152.8% | +140.8% |
| All | +1,851.9% | +255.3% | +1,596.6% | +901.9% |
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