+227.8%
VST vs DXCM
-13.6%
+241.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.5% | -1.6% | -5.7% |
| 7D | -19.9% | +5.7% | -25.6% | -20.5% |
| 30D | -29.7% | +1.3% | -30.9% | -29.9% |
| 3M | -19.6% | +2.2% | -21.7% | -20.1% |
| 6M | -29.4% | +42.0% | -71.4% | -33.5% |
| YTD | -29.7% | +27.3% | -57.0% | -32.8% |
| 1Y | -40.0% | +42.5% | -82.5% | -43.7% |
| All | +227.8% | -13.6% | +241.4% | +223.3% |
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