+5.2%
VUG vs DXCM
+44.8%
-39.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.6% | -5.1% | +1.0% |
| 7D | -3.0% | +12.5% | -15.5% | -4.0% |
| 30D | -6.4% | +1.8% | -8.2% | -6.6% |
| 3M | -3.2% | +1.8% | -5.0% | -3.4% |
| 6M | +3.1% | +47.4% | -44.3% | -1.3% |
| YTD | +6.3% | +33.3% | -27.0% | +3.5% |
| 1Y | +5.2% | +44.6% | -39.4% | +1.9% |
| All | +5.2% | +44.8% | -39.7% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling