+436.3%
DXCM vs VT
+214.8%
+221.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.5% | -0.4% |
| 7D | +5.7% | -4.2% | +9.8% | +10.4% |
| 30D | +1.3% | -5.8% | +7.1% | +7.6% |
| 3M | +2.2% | -5.2% | +7.4% | +7.8% |
| 6M | +42.0% | +0.1% | +41.9% | +40.5% |
| YTD | +27.3% | +8.2% | +19.0% | +16.0% |
| 1Y | +42.5% | +10.1% | +32.4% | +27.5% |
| 3Y | -13.3% | +69.7% | -83.0% | -51.4% |
| 5Y | -46.8% | +53.4% | -100.2% | -66.5% |
| All | +436.3% | +214.8% | +221.5% | +50.6% |
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