+411.2%
DXCM vs VCLT
+20.7%
+390.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -0.9% |
| 7D | -3.7% | +0.2% | -3.9% | -3.8% |
| 30D | -5.0% | +2.3% | -7.3% | -6.0% |
| 3M | -8.8% | -1.1% | -7.8% | -8.4% |
| 6M | +31.9% | -4.2% | +36.0% | +34.6% |
| YTD | +20.4% | -3.4% | +23.8% | +22.4% |
| 1Y | +45.7% | -3.8% | +49.5% | +48.5% |
| 3Y | -15.0% | +14.7% | -29.7% | -21.0% |
| 5Y | -48.5% | -16.7% | -31.8% | -44.9% |
| 10Y | +411.2% | +20.5% | +390.8% | +464.8% |
| All | +411.2% | +20.7% | +390.6% | +464.8% |
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