-48.5%
DXCM vs VCLT
-17.9%
-30.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -0.8% |
| 7D | -3.7% | +0.2% | -3.9% | -3.8% |
| 30D | -5.0% | +2.3% | -7.3% | -6.2% |
| 3M | -8.8% | -1.1% | -7.8% | -8.3% |
| 6M | +31.9% | -4.2% | +36.0% | +35.0% |
| YTD | +20.4% | -3.4% | +23.8% | +22.8% |
| 1Y | +45.7% | -3.8% | +49.5% | +49.0% |
| 3Y | -15.0% | +14.7% | -29.7% | -22.4% |
| 5Y | -48.5% | -16.7% | -31.8% | -41.6% |
| All | -48.5% | -17.9% | -30.6% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling