+2,739.2%
DXCM vs VTV
+644.3%
+2,094.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.2% |
| 7D | +4.9% | +2.9% | +2.0% | +1.8% |
| 30D | -0.2% | +3.8% | -4.0% | -3.9% |
| 3M | -8.9% | +1.6% | -10.5% | -10.4% |
| 6M | +42.3% | +11.2% | +31.1% | +27.0% |
| YTD | +25.6% | +22.0% | +3.6% | +1.7% |
| 1Y | +39.5% | +24.9% | +14.6% | +10.3% |
| 3Y | -15.3% | +78.5% | -93.7% | -54.5% |
| 5Y | -48.4% | +77.8% | -126.2% | -71.7% |
| 10Y | +411.4% | +231.1% | +180.3% | +33.0% |
| All | +2,739.2% | +644.3% | +2,094.9% | +171.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling