+173.7%
VEA vs DXCM
+3,974.2%
-3,800.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.5% | +0.7% |
| 7D | +1.0% | -3.2% | +4.2% | +1.4% |
| 30D | +1.9% | +6.3% | -4.4% | +1.0% |
| 3M | +3.2% | +21.1% | -17.9% | +0.1% |
| 6M | +10.2% | +20.6% | -10.3% | +6.7% |
| YTD | +18.9% | +32.4% | -13.5% | +13.4% |
| 1Y | +29.3% | +8.8% | +20.5% | +26.3% |
| 3Y | +76.8% | -13.7% | +90.5% | +71.0% |
| 5Y | +61.2% | -35.2% | +96.4% | +58.5% |
| 10Y | +163.3% | +281.8% | -118.5% | +83.3% |
| All | +173.7% | +3,974.2% | -3,800.5% | +2.1% |
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