+13.8%
VRT vs DXCM
+44.8%
-31.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +6.6% | -19.5% | -12.4% |
| 7D | -15.4% | +12.5% | -27.9% | -14.9% |
| 30D | -19.0% | +1.8% | -20.8% | -18.5% |
| 3M | -23.8% | +1.8% | -25.6% | -23.4% |
| 6M | -37.9% | +47.4% | -85.2% | -40.7% |
| YTD | +27.0% | +33.3% | -6.4% | +27.4% |
| 1Y | +13.8% | +44.6% | -30.8% | +16.4% |
| All | +13.8% | +44.8% | -31.0% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 1y: compounded portfolio wealth divided by compounded DXCM 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…
1y analysis · Full analysis span regression · 6 months rolling