+260.9%
DXCM vs ETR
+288.4%
-27.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | -6.5% | +0.4% | -6.9% | -6.6% |
| 30D | -4.3% | +2.0% | -6.3% | -4.9% |
| 3M | +7.3% | -1.7% | +9.0% | +7.6% |
| 6M | +22.0% | +3.6% | +18.4% | +19.8% |
| YTD | +26.4% | +18.0% | +8.3% | +18.8% |
| 1Y | +7.0% | +26.2% | -19.2% | -1.9% |
| 3Y | -19.6% | +148.0% | -167.6% | -42.4% |
| 5Y | -39.3% | +126.1% | -165.3% | -55.3% |
| 10Y | +260.9% | +302.3% | -41.3% | +125.8% |
| All | +260.9% | +288.4% | -27.5% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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