+384.5%
DXCM vs EFV
+163.3%
+221.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.1% |
| 7D | +4.9% | +2.5% | +2.4% | +3.2% |
| 30D | -0.2% | +2.9% | -3.1% | -1.9% |
| 3M | -8.9% | -1.4% | -7.5% | -8.0% |
| 6M | +42.3% | +5.5% | +36.7% | +36.9% |
| YTD | +25.6% | +16.1% | +9.5% | +12.8% |
| 1Y | +39.5% | +20.3% | +19.3% | +22.3% |
| 3Y | -15.3% | +90.4% | -105.7% | -46.5% |
| 5Y | -48.4% | +93.5% | -141.9% | -68.0% |
| All | +384.5% | +163.3% | +221.2% | +124.9% |
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