+361.8%
VRT vs DXCM
-18.8%
+380.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.0% | +9.4% | +4.4% |
| 7D | -21.4% | -3.5% | -17.9% | -21.0% |
| 30D | -25.8% | -5.8% | -20.0% | -25.3% |
| 3M | -33.5% | -4.3% | -29.2% | -33.4% |
| 6M | -49.0% | +31.6% | -80.6% | -52.8% |
| YTD | +12.9% | +19.6% | -6.7% | +7.1% |
| 1Y | 0.0% | +36.9% | -36.8% | -7.9% |
| 3Y | +361.8% | -16.3% | +378.1% | +336.5% |
| All | +361.8% | -18.8% | +380.6% | +336.5% |
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