+5,190.3%
DXCM vs VT
+363.9%
+4,826.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.7% | +4.9% | +4.9% |
| 7D | +12.5% | -0.3% | +12.8% | +12.9% |
| 30D | +1.8% | -1.4% | +3.3% | +3.3% |
| 3M | +1.8% | -1.4% | +3.2% | +3.1% |
| 6M | +47.4% | +5.5% | +41.9% | +38.1% |
| YTD | +33.3% | +12.8% | +20.5% | +16.3% |
| 1Y | +44.6% | +15.4% | +29.2% | +23.1% |
| 3Y | -9.2% | +76.9% | -86.1% | -51.3% |
| 5Y | -43.8% | +60.4% | -104.2% | -65.8% |
| 10Y | +471.8% | +232.8% | +239.0% | +60.6% |
| All | +5,190.3% | +363.9% | +4,826.4% | +815.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling