+404.2%
DXCM vs VCIT
+28.8%
+375.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.1% | -5.9% | -5.9% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -5.8% | +1.9% | -7.7% | -7.4% |
| 3M | -4.3% | -1.4% | -2.9% | -3.1% |
| 6M | +31.6% | -2.1% | +33.7% | +34.1% |
| YTD | +19.6% | -1.6% | +21.3% | +21.5% |
| 1Y | +36.9% | -0.9% | +37.8% | +38.2% |
| 3Y | -16.3% | +20.0% | -36.2% | -29.4% |
| 5Y | -50.0% | +3.1% | -53.2% | -52.6% |
| All | +404.2% | +28.8% | +375.4% | +409.7% |
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