+4,471.6%
DXCM vs VCIT
+96.6%
+4,374.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.8% | -4.7% |
| 7D | +5.7% | +0.5% | +5.2% | +5.4% |
| 30D | +1.3% | +2.1% | -0.8% | +0.3% |
| 3M | +2.2% | -1.6% | +3.8% | +3.0% |
| 6M | +42.0% | -1.6% | +43.6% | +43.1% |
| YTD | +27.3% | -1.5% | +28.8% | +28.3% |
| 1Y | +42.5% | -0.4% | +42.9% | +42.9% |
| 3Y | -13.3% | +19.6% | -32.9% | -20.2% |
| 5Y | -46.8% | +3.3% | -50.1% | -49.9% |
| 10Y | +445.8% | +28.9% | +416.9% | +454.0% |
| All | +4,471.6% | +96.6% | +4,374.9% | +6,849.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling