+384.5%
DXCM vs VWO
+111.9%
+272.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +4.9% | +2.0% | +3.0% | +3.5% |
| 30D | -0.2% | -4.3% | +4.1% | +2.7% |
| 3M | -8.9% | -6.4% | -2.5% | -5.0% |
| 6M | +42.3% | -5.6% | +47.9% | +46.6% |
| YTD | +25.6% | +5.2% | +20.4% | +19.4% |
| 1Y | +39.5% | +5.2% | +34.4% | +32.8% |
| 3Y | -15.3% | +55.5% | -70.8% | -39.9% |
| 5Y | -48.4% | +25.6% | -74.0% | -57.4% |
| All | +384.5% | +111.9% | +272.7% | +182.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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