+409.7%
VUG vs DXCM
+256.6%
+153.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.5% | +0.3% |
| 7D | +0.9% | -6.2% | +7.1% | +2.0% |
| 30D | -1.4% | -0.3% | -1.2% | -1.4% |
| 3M | +2.3% | +10.3% | -8.0% | +0.1% |
| 6M | +15.7% | +24.1% | -8.4% | +10.4% |
| YTD | +8.6% | +27.4% | -18.7% | +3.0% |
| 1Y | +14.1% | +8.4% | +5.7% | +10.7% |
| 3Y | +87.9% | -19.0% | +106.9% | +82.4% |
| 5Y | +76.3% | -38.6% | +114.9% | +74.6% |
| 10Y | +409.7% | +252.9% | +156.7% | +324.5% |
| All | +409.7% | +256.6% | +153.0% | +324.5% |
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