+865.4%
VTI vs DXCM
+2,659.3%
-1,793.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.8% |
| 7D | +2.5% | +4.9% | -2.4% | +1.8% |
| 30D | -1.5% | -0.2% | -1.4% | -1.6% |
| 3M | -3.2% | -8.9% | +5.7% | -2.1% |
| 6M | +2.3% | +42.3% | -40.0% | -3.5% |
| YTD | +11.6% | +25.6% | -13.9% | +7.0% |
| 1Y | +13.8% | +39.5% | -25.8% | +7.3% |
| 3Y | +77.4% | -15.3% | +92.7% | +72.7% |
| 5Y | +64.6% | -48.4% | +113.0% | +67.9% |
| 10Y | +290.6% | +411.4% | -120.8% | +170.1% |
| All | +865.4% | +2,659.3% | -1,793.9% | +312.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling