+934.0%
BE vs DBX
+14.6%
+919.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -4.7% |
| 7D | +9.7% | -1.8% | +11.6% | +10.4% |
| 30D | +22.4% | +2.8% | +19.5% | +19.7% |
| 3M | +10.4% | +26.8% | -16.4% | -6.1% |
| 6M | +67.9% | +32.8% | +35.1% | +34.0% |
| YTD | +197.5% | +26.1% | +171.4% | +141.1% |
| 1Y | +310.6% | +14.1% | +296.4% | +250.6% |
| 3Y | +1,657.2% | +25.7% | +1,631.5% | +1,255.1% |
| 5Y | +1,218.2% | +11.2% | +1,207.0% | +980.1% |
| All | +934.0% | +14.6% | +919.4% | +595.6% |
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