+263.3%
DXCM vs VYM
+207.1%
+56.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.2% |
| 7D | -5.8% | -1.9% | -3.9% | -4.3% |
| 30D | -5.6% | -2.6% | -3.0% | -3.5% |
| 3M | +13.0% | +3.6% | +9.4% | +9.8% |
| 6M | +24.7% | +8.7% | +16.0% | +16.4% |
| YTD | +27.3% | +14.1% | +13.2% | +14.2% |
| 1Y | +11.2% | +17.8% | -6.6% | -2.8% |
| 3Y | -19.0% | +64.5% | -83.5% | -46.3% |
| 5Y | -38.5% | +77.5% | -116.0% | -60.8% |
| All | +263.3% | +207.1% | +56.2% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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