+67.2%
VTI vs DXCM
-48.4%
+115.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.2% |
| 7D | -0.7% | -9.2% | +8.5% | +0.7% |
| 30D | -1.9% | -6.5% | +4.6% | -1.0% |
| 3M | -1.4% | -10.3% | +8.8% | 0.0% |
| 6M | +3.5% | +35.4% | -32.0% | -2.1% |
| YTD | +12.6% | +21.1% | -8.5% | +8.2% |
| 1Y | +12.7% | +38.2% | -25.5% | +6.1% |
| 3Y | +78.8% | -14.6% | +93.4% | +70.6% |
| 5Y | +67.2% | -49.6% | +116.8% | +70.9% |
| All | +67.2% | -48.4% | +115.5% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling