+619.5%
VRT vs DXCM
-13.8%
+633.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.4% | +4.7% |
| 7D | +9.1% | -3.2% | +12.3% | +9.7% |
| 30D | +0.9% | +6.3% | -5.4% | -0.3% |
| 3M | -13.4% | +21.1% | -34.5% | -16.9% |
| 6M | +11.7% | +20.6% | -8.9% | +7.0% |
| YTD | +73.2% | +32.4% | +40.8% | +62.6% |
| 1Y | +123.4% | +8.8% | +114.6% | +117.7% |
| All | +619.5% | -13.8% | +633.3% | +594.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling