+160.2%
VXUS vs DXCM
+2,096.7%
-1,936.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.1% | +0.9% |
| 7D | -1.8% | -3.5% | +1.7% | -1.4% |
| 30D | -4.6% | -5.8% | +1.2% | -4.0% |
| 3M | -6.1% | -4.3% | -1.7% | -5.7% |
| 6M | -4.9% | +31.6% | -36.5% | -8.7% |
| YTD | +8.1% | +19.6% | -11.6% | +4.8% |
| 1Y | +12.1% | +36.9% | -24.8% | +6.8% |
| 3Y | +63.9% | -16.3% | +80.1% | +59.9% |
| 5Y | +43.1% | -50.0% | +93.1% | +45.6% |
| 10Y | +139.2% | +413.2% | -273.9% | +66.9% |
| All | +160.2% | +2,096.7% | -1,936.4% | +16.6% |
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