+260.9%
DXCM vs EFV
+162.1%
+98.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.2% |
| 7D | -6.5% | -0.5% | -6.0% | -6.1% |
| 30D | -4.3% | 0.0% | -4.3% | -4.3% |
| 3M | +7.3% | +8.4% | -1.1% | +1.3% |
| 6M | +22.0% | +12.3% | +9.7% | +12.3% |
| YTD | +26.4% | +17.4% | +9.0% | +12.6% |
| 1Y | +7.0% | +27.1% | -20.1% | -9.8% |
| 3Y | -19.6% | +90.7% | -110.3% | -49.4% |
| 5Y | -39.3% | +95.6% | -134.9% | -62.7% |
| 10Y | +260.9% | +165.3% | +95.6% | +61.0% |
| All | +260.9% | +162.1% | +98.8% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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