+160.5%
VEA vs DXCM
+402.7%
-242.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.2% |
| 7D | +2.3% | +4.9% | -2.7% | +1.7% |
| 30D | +0.2% | -0.2% | +0.4% | +0.1% |
| 3M | -5.3% | -8.9% | +3.6% | -4.5% |
| 6M | -0.9% | +42.3% | -43.2% | -5.1% |
| YTD | +12.2% | +25.6% | -13.3% | +8.8% |
| 1Y | +16.1% | +39.5% | -23.4% | +11.3% |
| 3Y | +73.0% | -15.3% | +88.3% | +69.2% |
| 5Y | +53.7% | -48.4% | +102.2% | +54.7% |
| All | +160.5% | +402.7% | -242.3% | +121.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling