+1,740.6%
VRT vs DXCM
+166.0%
+1,574.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.0% | +9.4% | +5.0% |
| 7D | -21.4% | -3.5% | -17.9% | -20.9% |
| 30D | -25.8% | -5.8% | -20.0% | -25.1% |
| 3M | -33.5% | -4.3% | -29.2% | -33.4% |
| 6M | -49.0% | +31.6% | -80.6% | -54.0% |
| YTD | +12.9% | +19.6% | -6.7% | +4.8% |
| 1Y | 0.0% | +36.9% | -36.8% | -10.8% |
| 3Y | +361.8% | -16.3% | +378.1% | +339.4% |
| 5Y | +565.1% | -50.0% | +615.2% | +586.6% |
| All | +1,740.6% | +166.0% | +1,574.6% | +1,371.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling