+373.3%
DXCM vs VFC
-50.3%
+423.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.2% | +1.8% |
| 7D | -3.6% | -1.4% | -2.2% | -3.4% |
| 30D | -4.3% | +24.6% | -29.0% | -8.1% |
| 3M | -10.4% | +38.4% | -48.8% | -15.7% |
| 6M | +33.1% | +15.3% | +17.8% | +28.4% |
| YTD | +22.6% | +12.7% | +9.9% | +18.3% |
| 1Y | +36.5% | +32.7% | +3.9% | +27.5% |
| 3Y | -13.5% | +43.7% | -57.2% | -25.8% |
| 5Y | -49.6% | -69.2% | +19.5% | -39.4% |
| All | +373.3% | -50.3% | +423.5% | +422.6% |
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