+4,657.8%
DXCM vs VCLT
+103.4%
+4,554.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | +6.3% | -0.9% | +7.2% | +6.5% |
| 3M | +21.1% | -3.2% | +24.3% | +22.0% |
| 6M | +20.6% | -3.8% | +24.4% | +21.6% |
| YTD | +32.4% | -2.0% | +34.5% | +33.0% |
| 1Y | +8.8% | -0.8% | +9.6% | +9.1% |
| 3Y | -13.7% | +12.3% | -26.0% | -15.7% |
| 5Y | -35.2% | -15.4% | -19.8% | -35.6% |
| 10Y | +281.8% | +15.7% | +266.1% | +308.5% |
| All | +4,657.8% | +103.4% | +4,554.4% | +7,282.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling