+29.3%
VEA vs DXCM
+11.0%
+18.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.5% | +0.6% |
| 7D | +1.0% | -3.2% | +4.2% | +1.2% |
| 30D | +1.9% | +6.3% | -4.4% | +1.5% |
| 3M | +3.2% | +21.1% | -17.9% | +1.7% |
| 6M | +10.2% | +20.6% | -10.3% | +8.3% |
| YTD | +18.9% | +32.4% | -13.5% | +16.2% |
| 1Y | +29.3% | +8.8% | +20.5% | +26.7% |
| All | +29.3% | +11.0% | +18.3% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling