+134.8%
VXUS vs DXCM
+410.2%
-275.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | +0.8% |
| 7D | -1.8% | -3.5% | +1.7% | -1.4% |
| 30D | -4.6% | -5.8% | +1.2% | -4.1% |
| 3M | -6.1% | -4.3% | -1.7% | -5.8% |
| 6M | -4.9% | +31.6% | -36.5% | -8.1% |
| YTD | +8.1% | +19.6% | -11.6% | +5.3% |
| 1Y | +12.1% | +36.9% | -24.8% | +7.7% |
| 3Y | +63.9% | -16.3% | +80.1% | +60.4% |
| 5Y | +43.1% | -50.0% | +93.1% | +44.5% |
| All | +134.8% | +410.2% | -275.4% | +101.0% |
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