+260.9%
DXCM vs VCLT
+16.9%
+244.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -6.5% | 0.0% | -6.5% | -6.5% |
| 30D | -4.3% | +0.1% | -4.4% | -4.4% |
| 3M | +7.3% | -2.9% | +10.2% | +8.8% |
| 6M | +22.0% | -4.0% | +26.0% | +24.5% |
| YTD | +26.4% | -2.2% | +28.6% | +27.8% |
| 1Y | +7.0% | -2.6% | +9.6% | +8.4% |
| 3Y | -19.6% | +12.3% | -31.9% | -24.6% |
| 5Y | -39.3% | -16.4% | -22.9% | -35.1% |
| 10Y | +260.9% | +18.1% | +242.9% | +280.2% |
| All | +260.9% | +16.9% | +244.0% | +280.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling