+668.0%
BE vs DBX
+9.6%
+658.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -5.0% |
| 7D | +10.8% | -3.3% | +14.1% | +12.2% |
| 30D | -19.8% | -5.9% | -13.9% | -18.1% |
| 3M | -18.7% | -6.7% | -12.0% | -17.6% |
| 6M | -33.7% | +28.0% | -61.7% | -45.7% |
| YTD | +121.0% | +20.6% | +100.3% | +80.1% |
| 1Y | +85.4% | +10.3% | +75.1% | +59.8% |
| 3Y | +1,709.5% | +24.0% | +1,685.5% | +1,270.1% |
| 5Y | +462.2% | +24.2% | +438.0% | +327.6% |
| All | +668.0% | +9.6% | +658.3% | +419.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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