+277.5%
DXCM vs VTEB
+26.6%
+250.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -6.2% | -0.2% | -6.0% | -6.1% |
| 30D | -0.3% | -1.6% | +1.3% | +0.5% |
| 3M | +10.3% | -2.0% | +12.3% | +11.4% |
| 6M | +24.1% | -1.7% | +25.8% | +25.2% |
| YTD | +27.4% | -0.6% | +28.0% | +27.8% |
| 1Y | +8.4% | +1.8% | +6.5% | +7.5% |
| 3Y | -19.0% | +9.6% | -28.6% | -22.5% |
| 5Y | -38.6% | +2.1% | -40.6% | -40.1% |
| 10Y | +252.9% | +18.9% | +234.0% | +263.9% |
| All | +277.5% | +26.6% | +250.9% | +408.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling