-19.0%
DXCM vs VEU
+77.0%
-96.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.6% |
| 7D | -6.2% | +1.7% | -7.9% | -7.1% |
| 30D | -0.3% | +1.0% | -1.2% | -0.9% |
| 3M | +10.3% | +5.6% | +4.7% | +6.2% |
| 6M | +24.1% | +13.7% | +10.5% | +12.9% |
| YTD | +27.4% | +17.7% | +9.6% | +12.8% |
| 1Y | +8.4% | +25.8% | -17.4% | -8.6% |
| 3Y | -19.0% | +77.1% | -96.1% | -45.5% |
| All | -19.0% | +77.0% | -96.0% | -45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling