+393.1%
DXCM vs VFC
-47.4%
+440.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -9.2% | -1.4% | -7.8% | -8.9% |
| 30D | -6.5% | +30.7% | -37.2% | -11.0% |
| 3M | -10.3% | +40.6% | -50.9% | -15.9% |
| 6M | +35.4% | +16.5% | +19.0% | +30.4% |
| YTD | +21.1% | +16.2% | +4.9% | +16.2% |
| 1Y | +38.2% | +42.4% | -4.2% | +27.4% |
| 3Y | -14.6% | +48.1% | -62.6% | -27.2% |
| 5Y | -49.6% | -67.8% | +18.2% | -39.8% |
| 10Y | +393.1% | -48.5% | +441.6% | +442.6% |
| All | +393.1% | -47.4% | +440.5% | +442.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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