+183.8%
VXUS vs DXCM
+2,331.5%
-2,147.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.8% |
| 7D | +1.0% | -3.2% | +4.2% | +1.4% |
| 30D | +2.2% | +6.3% | -4.1% | +1.4% |
| 3M | +3.0% | +21.1% | -18.1% | +0.2% |
| 6M | +10.7% | +20.6% | -9.9% | +7.5% |
| YTD | +17.8% | +32.4% | -14.6% | +13.0% |
| 1Y | +27.6% | +8.8% | +18.7% | +24.9% |
| 3Y | +73.3% | -13.7% | +87.0% | +68.2% |
| 5Y | +54.3% | -35.2% | +89.5% | +51.8% |
| 10Y | +149.8% | +281.8% | -132.0% | +83.4% |
| All | +183.8% | +2,331.5% | -2,147.7% | +25.8% |
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