+373.4%
VST vs DXCM
-13.8%
+387.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +3.8% |
| 7D | +8.9% | -3.2% | +12.1% | +9.3% |
| 30D | +6.2% | +6.3% | -0.1% | +5.4% |
| 3M | -2.7% | +21.1% | -23.8% | -5.3% |
| 6M | -8.4% | +20.6% | -28.9% | -10.9% |
| YTD | -7.2% | +32.4% | -39.6% | -11.0% |
| 1Y | -20.9% | +8.8% | -29.7% | -22.2% |
| All | +373.4% | -13.8% | +387.2% | +369.6% |
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