+260.9%
DXCM vs FTV
+78.2%
+182.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.2% |
| 7D | -6.5% | -1.3% | -5.2% | -5.9% |
| 30D | -4.3% | -9.5% | +5.2% | +0.4% |
| 3M | +7.3% | -10.9% | +18.2% | +13.2% |
| 6M | +22.0% | -0.6% | +22.7% | +21.7% |
| YTD | +26.4% | +1.4% | +25.0% | +23.8% |
| 1Y | +7.0% | +17.6% | -10.6% | -2.9% |
| 3Y | -19.6% | -3.3% | -16.4% | -21.2% |
| 5Y | -39.3% | -0.1% | -39.1% | -42.5% |
| 10Y | +260.9% | +82.5% | +178.4% | +115.4% |
| All | +260.9% | +78.2% | +182.7% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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