+24.9%
DBX vs BTG
+141.0%
-116.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +2.1% | -3.8% | +5.8% | +2.4% |
| 30D | +5.7% | +3.6% | +2.1% | +5.5% |
| 3M | +31.8% | +32.0% | -0.2% | +29.0% |
| 6M | +37.5% | +3.4% | +34.1% | +36.5% |
| YTD | +27.9% | +20.8% | +7.1% | +24.9% |
| 1Y | +15.0% | +22.4% | -7.4% | +11.7% |
| 3Y | +27.2% | +91.7% | -64.5% | +17.0% |
| 5Y | +12.8% | +79.0% | -66.2% | +3.3% |
| All | +24.9% | +141.0% | -116.1% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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