-38.6%
DXCM vs VCLT
-15.1%
-23.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -6.2% | +0.3% | -6.5% | -6.4% |
| 30D | -0.3% | -0.6% | +0.3% | 0.0% |
| 3M | +10.3% | -2.2% | +12.6% | +11.8% |
| 6M | +24.1% | -2.9% | +27.0% | +26.2% |
| YTD | +27.4% | -2.1% | +29.4% | +28.8% |
| 1Y | +8.4% | -2.6% | +11.0% | +10.1% |
| 3Y | -19.0% | +12.5% | -31.5% | -25.0% |
| 5Y | -38.6% | -15.3% | -23.3% | -30.4% |
| All | -38.6% | -15.1% | -23.5% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VCLT 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling