+272.9%
DXCM vs VCIT
+29.2%
+243.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.2% | -0.3% | -2.9% | -2.9% |
| 30D | +6.3% | -0.8% | +7.1% | +7.1% |
| 3M | +21.1% | -1.0% | +22.1% | +22.2% |
| 6M | +20.6% | -1.8% | +22.4% | +22.7% |
| YTD | +32.4% | -0.7% | +33.1% | +33.4% |
| 1Y | +8.8% | +1.0% | +7.9% | +8.0% |
| 3Y | -13.7% | +18.8% | -32.6% | -26.7% |
| 5Y | -35.2% | +3.5% | -38.7% | -38.7% |
| All | +272.9% | +29.2% | +243.7% | +283.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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