+68.2%
EFA vs DXCM
-19.4%
+87.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | -0.3% |
| 7D | +1.2% | -6.2% | +7.4% | +1.6% |
| 30D | -0.7% | -0.3% | -0.5% | -0.7% |
| 3M | +6.4% | +10.3% | -3.9% | +5.6% |
| 6M | +11.4% | +24.1% | -12.7% | +9.5% |
| YTD | +14.0% | +27.4% | -13.4% | +11.8% |
| 1Y | +20.2% | +8.4% | +11.8% | +18.9% |
| 3Y | +68.2% | -19.0% | +87.2% | +64.7% |
| All | +68.2% | -19.4% | +87.6% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling