-22.0%
VST vs DXCM
+40.8%
-62.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -0.9% |
| 7D | +6.6% | +4.9% | +1.6% | +7.0% |
| 30D | -12.4% | -0.2% | -12.2% | -12.3% |
| 3M | -9.0% | -8.9% | -0.1% | -8.7% |
| 6M | -6.4% | +42.3% | -48.7% | -10.7% |
| YTD | -17.2% | +25.6% | -42.7% | -20.1% |
| 1Y | -22.0% | +39.5% | -61.6% | -28.4% |
| All | -22.0% | +40.8% | -62.8% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling