+260.9%
DXCM vs VEU
+150.1%
+110.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.1% |
| 7D | -6.5% | +0.3% | -6.8% | -6.7% |
| 30D | -4.3% | +0.7% | -5.0% | -4.9% |
| 3M | +7.3% | +4.7% | +2.6% | +2.5% |
| 6M | +22.0% | +11.6% | +10.4% | +9.5% |
| YTD | +26.4% | +16.8% | +9.6% | +8.8% |
| 1Y | +7.0% | +24.9% | -17.9% | -13.3% |
| 3Y | -19.6% | +75.7% | -95.4% | -52.7% |
| 5Y | -39.3% | +56.1% | -95.4% | -60.1% |
| 10Y | +260.9% | +153.6% | +107.3% | +45.6% |
| All | +260.9% | +150.1% | +110.8% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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