-39.3%
DXCM vs VTV
+80.1%
-119.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.4% |
| 7D | -6.5% | -0.7% | -5.8% | -5.7% |
| 30D | -4.3% | -0.5% | -3.8% | -3.7% |
| 3M | +7.3% | +5.3% | +2.0% | +0.9% |
| 6M | +22.0% | +12.9% | +9.2% | +5.8% |
| YTD | +26.4% | +18.5% | +7.9% | +3.5% |
| 1Y | +7.0% | +25.3% | -18.3% | -18.1% |
| 3Y | -19.6% | +68.2% | -87.8% | -58.1% |
| 5Y | -39.3% | +80.6% | -119.9% | -69.7% |
| All | -39.3% | +80.1% | -119.4% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling