+1,917.9%
VRT vs DXCM
+171.6%
+1,746.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.1% | +7.5% | +9.1% |
| 7D | -10.6% | -4.4% | -6.2% | -9.8% |
| 30D | -17.4% | -3.6% | -13.8% | -17.1% |
| 3M | -26.4% | -4.3% | -22.0% | -26.1% |
| 6M | -41.0% | +33.8% | -74.8% | -46.9% |
| YTD | +23.8% | +22.1% | +1.7% | +14.3% |
| 1Y | +11.6% | +47.4% | -35.8% | -2.4% |
| 3Y | +403.5% | -12.3% | +415.8% | +372.9% |
| 5Y | +647.0% | -49.1% | +696.1% | +667.8% |
| All | +1,917.9% | +171.6% | +1,746.3% | +1,505.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling