+272.9%
DXCM vs VT
+224.5%
+48.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.2% | +0.4% | -3.7% | -3.7% |
| 30D | +6.3% | +1.0% | +5.4% | +5.2% |
| 3M | +21.1% | +2.4% | +18.7% | +17.6% |
| 6M | +20.6% | +12.0% | +8.6% | +6.4% |
| YTD | +32.4% | +15.3% | +17.1% | +13.2% |
| 1Y | +8.8% | +22.6% | -13.7% | -12.9% |
| 3Y | -13.7% | +74.7% | -88.4% | -53.0% |
| 5Y | -35.2% | +66.1% | -101.3% | -62.3% |
| All | +272.9% | +224.5% | +48.5% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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