-8.4%
DXCM vs VLTO
+57.1%
-65.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.4% |
| 7D | -9.2% | +1.5% | -10.7% | -9.5% |
| 30D | -6.5% | +20.9% | -27.4% | -10.6% |
| 3M | -10.3% | +21.4% | -31.6% | -14.4% |
| 6M | +35.4% | +37.6% | -2.2% | +25.5% |
| YTD | +21.1% | +19.5% | +1.5% | +15.0% |
| 1Y | +38.2% | +22.0% | +16.2% | +30.7% |
| 3Y | -14.6% | +70.7% | -85.3% | -22.4% |
| All | -8.4% | +57.1% | -65.4% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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