-19.0%
DXCM vs VGT
+126.0%
-145.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.7% | -3.8% |
| 7D | -6.2% | +1.8% | -8.1% | -6.9% |
| 30D | -0.3% | -0.3% | +0.1% | -0.2% |
| 3M | +10.3% | +3.4% | +7.0% | +8.0% |
| 6M | +24.1% | +35.0% | -10.9% | +5.3% |
| YTD | +27.4% | +28.8% | -1.4% | +10.6% |
| 1Y | +8.4% | +38.0% | -29.6% | -9.8% |
| 3Y | -19.0% | +125.8% | -144.8% | -52.9% |
| All | -19.0% | +126.0% | -145.0% | -52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling