+73.7%
VTI vs DXCM
-38.0%
+111.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.4% |
| 7D | -0.4% | -6.5% | +6.1% | +0.7% |
| 30D | -1.6% | -4.3% | +2.7% | -1.0% |
| 3M | +3.6% | +7.3% | -3.7% | +2.1% |
| 6M | +13.0% | +22.0% | -9.0% | +8.9% |
| YTD | +12.7% | +26.4% | -13.7% | +7.8% |
| 1Y | +18.4% | +7.0% | +11.4% | +15.8% |
| 3Y | +76.4% | -19.6% | +96.0% | +71.2% |
| 5Y | +73.7% | -39.3% | +113.0% | +68.0% |
| All | +73.7% | -38.0% | +111.7% | +68.0% |
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