+18.2%
EFA vs DXCM
+8.9%
+9.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.7% | +1.1% |
| 7D | -1.5% | -5.5% | +4.0% | -1.2% |
| 30D | -1.7% | -8.6% | +6.9% | -1.1% |
| 3M | +3.5% | +10.3% | -6.8% | +2.7% |
| 6M | +9.5% | +25.2% | -15.7% | +7.0% |
| YTD | +12.9% | +25.1% | -12.2% | +10.5% |
| 1Y | +18.2% | +9.2% | +9.0% | +15.9% |
| All | +18.2% | +8.9% | +9.3% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 1y: compounded portfolio wealth divided by compounded DXCM 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…
1y analysis · Full analysis span regression · 6 months rolling