+297.8%
VTI vs DXCM
+260.4%
+37.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.1% |
| 7D | -0.9% | -5.5% | +4.6% | -0.1% |
| 30D | -1.4% | -8.6% | +7.1% | -0.2% |
| 3M | +3.6% | +10.3% | -6.7% | +1.8% |
| 6M | +13.6% | +25.2% | -11.6% | +9.3% |
| YTD | +12.9% | +25.1% | -12.2% | +8.5% |
| 1Y | +17.2% | +9.2% | +8.0% | +14.3% |
| 3Y | +75.7% | -22.6% | +98.3% | +72.7% |
| 5Y | +75.4% | -39.5% | +115.0% | +73.8% |
| All | +297.8% | +260.4% | +37.4% | +233.8% |
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