+60.9%
VEA vs DXCM
-38.0%
+98.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +0.3% | -6.5% | +6.8% | +1.0% |
| 30D | +0.4% | -4.3% | +4.7% | +0.9% |
| 3M | +4.8% | +7.3% | -2.5% | +3.7% |
| 6M | +11.3% | +22.0% | -10.8% | +8.3% |
| YTD | +17.4% | +26.4% | -9.0% | +13.7% |
| 1Y | +26.2% | +7.0% | +19.2% | +24.2% |
| 3Y | +77.7% | -19.6% | +97.3% | +73.8% |
| 5Y | +60.9% | -39.3% | +100.2% | +55.9% |
| All | +60.9% | -38.0% | +98.9% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling