+259.6%
DXCM vs ELF
+334.6%
-75.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.9% | +1.1% | -3.1% |
| 7D | -6.2% | -1.2% | -5.1% | -6.1% |
| 30D | -0.3% | +5.9% | -6.2% | -1.2% |
| 3M | +10.3% | +99.5% | -89.2% | -0.6% |
| 6M | +24.1% | +26.5% | -2.4% | +18.7% |
| YTD | +27.4% | +37.2% | -9.8% | +19.7% |
| 1Y | +8.4% | -24.4% | +32.8% | +9.5% |
| 3Y | -19.0% | -23.3% | +4.3% | -25.0% |
| 5Y | -38.6% | +245.2% | -283.8% | -58.5% |
| All | +259.6% | +334.6% | -75.0% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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