+567.3%
VRT vs DXCM
-50.2%
+617.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.0% | +9.4% | +5.2% |
| 7D | -21.4% | -3.5% | -17.9% | -20.9% |
| 30D | -25.8% | -5.8% | -20.0% | -25.0% |
| 3M | -33.5% | -4.3% | -29.2% | -33.4% |
| 6M | -49.0% | +31.6% | -80.6% | -54.7% |
| YTD | +12.9% | +19.6% | -6.7% | +3.6% |
| 1Y | 0.0% | +36.9% | -36.8% | -12.3% |
| 3Y | +361.8% | -16.3% | +378.1% | +327.9% |
| All | +567.3% | -50.2% | +617.5% | +589.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling