+57.3%
VUG vs DXCM
-50.2%
+107.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.0% | +6.9% | +2.1% |
| 7D | -3.4% | -3.5% | +0.1% | -2.8% |
| 30D | -11.1% | -5.8% | -5.3% | -10.2% |
| 3M | -7.2% | -4.3% | -2.9% | -6.8% |
| 6M | -4.1% | +31.6% | -35.7% | -10.2% |
| YTD | +1.4% | +19.6% | -18.3% | -3.4% |
| 1Y | +1.9% | +36.9% | -35.0% | -5.7% |
| 3Y | +77.7% | -16.3% | +94.0% | +67.9% |
| All | +57.3% | -50.2% | +107.5% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling