+139.0%
VRT vs DXCM
+6.5%
+132.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.8% | +7.5% | +3.7% |
| 7D | +13.6% | -6.2% | +19.8% | +13.7% |
| 30D | +6.8% | -0.3% | +7.0% | +6.7% |
| 3M | -3.2% | +10.3% | -13.5% | -2.6% |
| 6M | +20.3% | +24.1% | -3.8% | +19.8% |
| YTD | +79.6% | +27.4% | +52.2% | +79.4% |
| 1Y | +139.0% | +8.4% | +130.6% | +143.1% |
| All | +139.0% | +6.5% | +132.5% | +143.1% |
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 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