+158.3%
VEA vs DXCM
+3,672.4%
-3,514.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | +1.8% | -3.6% | +5.5% | +2.3% |
| 30D | -0.9% | -4.3% | +3.4% | -0.4% |
| 3M | -5.0% | -10.4% | +5.3% | -3.8% |
| 6M | 0.0% | +33.1% | -33.1% | -4.7% |
| YTD | +12.2% | +22.6% | -10.4% | +8.0% |
| 1Y | +14.7% | +36.5% | -21.8% | +8.7% |
| 3Y | +73.2% | -13.5% | +86.7% | +67.8% |
| 5Y | +53.7% | -49.6% | +103.3% | +56.7% |
| 10Y | +159.3% | +399.5% | -240.2% | +72.9% |
| All | +158.3% | +3,672.4% | -3,514.2% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling