+263.3%
DXCM vs VGT
+809.1%
-545.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.5% |
| 7D | -5.8% | -1.0% | -4.8% | -5.1% |
| 30D | -5.6% | -0.4% | -5.2% | -5.5% |
| 3M | +13.0% | +6.6% | +6.4% | +5.9% |
| 6M | +24.7% | +31.0% | -6.4% | -1.7% |
| YTD | +27.3% | +27.2% | +0.1% | +2.5% |
| 1Y | +11.2% | +34.5% | -23.3% | -15.0% |
| 3Y | -19.0% | +123.1% | -142.2% | -61.3% |
| 5Y | -38.5% | +135.1% | -173.6% | -71.9% |
| All | +263.3% | +809.1% | -545.8% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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