+142.2%
VXUS vs DXCM
+411.4%
-269.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | +0.5% | -3.7% | +4.2% | +0.9% |
| 30D | -2.5% | -5.0% | +2.4% | -2.1% |
| 3M | -4.6% | -8.8% | +4.2% | -3.8% |
| 6M | -2.6% | +31.9% | -34.5% | -5.9% |
| YTD | +10.4% | +20.4% | -10.0% | +7.5% |
| 1Y | +12.9% | +45.7% | -32.9% | +7.7% |
| 3Y | +68.4% | -15.0% | +83.4% | +64.6% |
| 5Y | +47.7% | -48.5% | +96.1% | +48.7% |
| 10Y | +142.2% | +411.2% | -269.0% | +107.7% |
| All | +142.2% | +411.4% | -269.2% | +107.7% |
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