+396.3%
VUG vs DXCM
+421.6%
-25.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.7% | +2.4% |
| 7D | +0.5% | -4.4% | +4.9% | +1.3% |
| 30D | -8.2% | -3.6% | -4.6% | -7.7% |
| 3M | -5.4% | -4.3% | -1.1% | -5.0% |
| 6M | -2.5% | +33.8% | -36.3% | -8.5% |
| YTD | +4.2% | +22.1% | -18.0% | -0.8% |
| 1Y | +5.0% | +47.4% | -42.4% | -3.5% |
| 3Y | +81.7% | -12.3% | +94.0% | +73.6% |
| 5Y | +62.5% | -49.1% | +111.6% | +66.0% |
| 10Y | +396.3% | +423.1% | -26.8% | +288.3% |
| All | +396.3% | +421.6% | -25.3% | +288.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling