-21.8%
DXCM vs VSXY
+353.1%
-375.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.5% |
| 7D | -6.5% | -10.7% | +4.2% | -5.6% |
| 30D | -4.3% | -24.3% | +20.0% | -2.0% |
| 3M | +7.3% | +1.0% | +6.3% | +6.7% |
| 6M | +22.0% | +57.4% | -35.3% | +14.6% |
| YTD | +26.4% | +39.8% | -13.4% | +19.8% |
| 1Y | +7.0% | +196.5% | -189.5% | -7.6% |
| All | -21.8% | +353.1% | -375.0% | -41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling