+2,780.1%
DXCM vs VWO
+356.3%
+2,423.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.6% |
| 7D | -6.2% | +0.9% | -7.1% | -6.8% |
| 30D | -0.3% | +1.3% | -1.5% | -1.2% |
| 3M | +10.3% | +5.1% | +5.2% | +6.2% |
| 6M | +24.1% | +12.5% | +11.6% | +13.4% |
| YTD | +27.4% | +14.0% | +13.3% | +15.2% |
| 1Y | +8.4% | +19.7% | -11.4% | -5.3% |
| 3Y | -19.0% | +66.8% | -85.8% | -44.3% |
| 5Y | -38.6% | +36.2% | -74.8% | -51.3% |
| 10Y | +252.9% | +111.0% | +141.9% | +102.6% |
| All | +2,780.1% | +356.3% | +2,423.8% | +877.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling