+77.7%
VUG vs DXCM
-18.8%
+96.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.0% | +6.9% | +1.5% |
| 7D | -3.4% | -3.5% | +0.1% | -3.0% |
| 30D | -11.1% | -5.8% | -5.3% | -10.6% |
| 3M | -7.2% | -4.3% | -2.9% | -6.9% |
| 6M | -4.1% | +31.6% | -35.7% | -7.4% |
| YTD | +1.4% | +19.6% | -18.3% | -1.2% |
| 1Y | +1.9% | +36.9% | -35.0% | -2.2% |
| 3Y | +77.7% | -16.3% | +94.0% | +71.0% |
| All | +77.7% | -18.8% | +96.5% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling