+116.8%
BTI vs DBX
+10.1%
+106.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.4% | +0.9% |
| 7D | -2.0% | -1.8% | -0.2% | -1.9% |
| 30D | -3.4% | +2.8% | -6.3% | -3.6% |
| 3M | -9.0% | +26.8% | -35.8% | -10.2% |
| 6M | -5.0% | +32.8% | -37.8% | -6.7% |
| YTD | -0.3% | +26.1% | -26.4% | -1.8% |
| 1Y | +3.1% | +14.1% | -11.0% | +2.3% |
| 3Y | +111.0% | +25.7% | +85.2% | +105.0% |
| All | +116.8% | +10.1% | +106.7% | +97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling