+55.1%
VEA vs DXCM
-49.4%
+104.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.7% | -0.6% |
| 7D | 0.0% | -3.7% | +3.7% | +0.4% |
| 30D | -1.4% | -5.0% | +3.6% | -0.9% |
| 3M | -4.1% | -8.8% | +4.7% | -3.3% |
| 6M | -1.3% | +31.9% | -33.2% | -4.9% |
| YTD | +12.1% | +20.4% | -8.3% | +9.0% |
| 1Y | +16.1% | +45.7% | -29.7% | +10.4% |
| 3Y | +73.0% | -15.0% | +88.0% | +67.2% |
| 5Y | +55.1% | -48.5% | +103.6% | +56.3% |
| All | +55.1% | -49.4% | +104.5% | +56.3% |
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