-25.7%
DXCM vs VSXY
+37.5%
-63.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.8% | -2.1% |
| 7D | -5.5% | +0.1% | -5.7% | -5.6% |
| 30D | -8.6% | -18.7% | +10.1% | -6.4% |
| 3M | +10.3% | -4.0% | +14.3% | +10.3% |
| 6M | +25.2% | +67.5% | -42.3% | +14.0% |
| YTD | +25.1% | +39.7% | -14.6% | +16.3% |
| 1Y | +9.2% | +180.0% | -170.7% | -9.1% |
| 3Y | -22.6% | +337.3% | -359.9% | -44.3% |
| 5Y | -39.5% | +22.7% | -62.2% | -48.2% |
| All | -25.7% | +37.5% | -63.2% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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