+397.6%
VRT vs DXCM
-15.9%
+413.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.3% |
| 7D | +18.6% | -3.6% | +22.3% | +19.3% |
| 30D | -11.7% | -4.3% | -7.3% | -11.2% |
| 3M | -27.3% | -10.4% | -16.9% | -26.2% |
| 6M | -42.9% | +33.1% | -76.0% | -47.0% |
| YTD | +29.5% | +22.6% | +6.9% | +22.4% |
| 1Y | +21.0% | +36.5% | -15.5% | +11.9% |
| All | +397.6% | -15.9% | +413.6% | +399.3% |
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