+885.3%
VTI vs DXCM
+2,810.6%
-1,925.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | 0.0% |
| 7D | +0.1% | -3.2% | +3.3% | +0.6% |
| 30D | 0.0% | +6.3% | -6.3% | -0.9% |
| 3M | +2.0% | +21.1% | -19.1% | -1.2% |
| 6M | +13.0% | +20.6% | -7.6% | +9.2% |
| YTD | +13.9% | +32.4% | -18.5% | +8.5% |
| 1Y | +20.0% | +8.8% | +11.2% | +17.1% |
| 3Y | +75.8% | -13.7% | +89.5% | +70.2% |
| 5Y | +73.8% | -35.2% | +109.0% | +71.7% |
| 10Y | +297.5% | +281.8% | +15.7% | +186.2% |
| All | +885.3% | +2,810.6% | -1,925.3% | +318.8% |
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 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