+1,112.0%
VST vs DXCM
+410.2%
+701.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -6.0% | +16.5% | +11.3% |
| 7D | -9.8% | -3.5% | -6.3% | -9.6% |
| 30D | -25.1% | -5.8% | -19.3% | -24.8% |
| 3M | -11.6% | -4.3% | -7.2% | -11.6% |
| 6M | -20.9% | +31.6% | -52.5% | -24.9% |
| YTD | -22.3% | +19.6% | -41.9% | -25.3% |
| 1Y | -32.0% | +36.9% | -68.9% | -36.0% |
| 3Y | +262.4% | -16.3% | +278.7% | +253.3% |
| 5Y | +563.4% | -50.0% | +613.4% | +572.1% |
| All | +1,112.0% | +410.2% | +701.9% | +827.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling