+384.5%
DXCM vs VCIT
+31.0%
+353.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.5% |
| 7D | +4.9% | -1.4% | +6.4% | +6.3% |
| 30D | -0.2% | +0.6% | -0.7% | -0.7% |
| 3M | -8.9% | -2.2% | -6.7% | -7.0% |
| 6M | +42.3% | -2.3% | +44.6% | +45.4% |
| YTD | +25.6% | -2.2% | +27.7% | +28.2% |
| 1Y | +39.5% | -1.4% | +40.9% | +41.5% |
| 3Y | -15.3% | +18.7% | -34.0% | -28.1% |
| 5Y | -48.4% | +3.6% | -52.0% | -51.2% |
| All | +384.5% | +31.0% | +353.5% | +391.6% |
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