-28.1%
DXCM vs VSXY
+99.7%
-127.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -9.2% | +0.8% | -10.0% | -9.3% |
| 30D | -6.5% | +24.0% | -30.5% | -9.0% |
| 3M | -10.3% | +16.7% | -26.9% | -12.3% |
| 6M | +35.4% | +138.6% | -103.2% | +18.1% |
| YTD | +21.1% | +102.8% | -81.7% | +7.3% |
| 1Y | +38.2% | +214.2% | -175.9% | +14.4% |
| 3Y | -14.6% | +461.4% | -475.9% | -39.7% |
| 5Y | -49.6% | +118.3% | -167.9% | -59.3% |
| All | -28.1% | +99.7% | -127.8% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling