+18.3%
DBX vs EFV
+30.7%
-12.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.5% |
| 7D | -2.4% | +1.5% | -3.9% | -2.3% |
| 30D | -0.5% | +1.7% | -2.2% | -0.3% |
| 3M | +28.1% | +8.6% | +19.4% | +29.5% |
| 6M | +33.1% | +11.7% | +21.4% | +34.7% |
| YTD | +25.3% | +19.3% | +6.0% | +22.9% |
| 1Y | +18.3% | +30.2% | -11.9% | +9.9% |
| All | +18.3% | +30.7% | -12.3% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling