-21.2%
DXCM vs VTEB
+8.2%
-29.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -5.8% | -1.2% | -4.6% | -5.2% |
| 30D | -5.6% | -2.9% | -2.7% | -4.1% |
| 3M | +13.0% | -3.2% | +16.2% | +15.0% |
| 6M | +24.7% | -2.6% | +27.3% | +26.6% |
| YTD | +27.3% | -1.8% | +29.2% | +28.9% |
| 1Y | +11.2% | +0.2% | +11.0% | +11.6% |
| All | -21.2% | +8.2% | -29.4% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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