+263.3%
DXCM vs VTV
+232.1%
+31.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +1.3% |
| 7D | -5.8% | -2.1% | -3.7% | -4.1% |
| 30D | -5.6% | -1.3% | -4.3% | -4.5% |
| 3M | +13.0% | +5.6% | +7.4% | +7.8% |
| 6M | +24.7% | +12.4% | +12.3% | +12.7% |
| YTD | +27.3% | +17.6% | +9.7% | +10.8% |
| 1Y | +11.2% | +23.5% | -12.3% | -7.2% |
| 3Y | -19.0% | +67.0% | -86.0% | -47.8% |
| 5Y | -38.5% | +80.5% | -119.0% | -62.0% |
| All | +263.3% | +232.1% | +31.2% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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