+23.1%
DBX vs EFV
+115.7%
-92.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | -1.8% | -2.0% | +0.2% | -0.4% |
| 30D | +2.8% | -0.2% | +3.0% | +3.0% |
| 3M | +26.8% | +9.1% | +17.6% | +18.7% |
| 6M | +32.8% | +11.7% | +21.1% | +21.3% |
| YTD | +26.1% | +17.0% | +9.0% | +10.7% |
| 1Y | +14.1% | +26.7% | -12.6% | -5.9% |
| 3Y | +25.7% | +90.2% | -64.4% | -25.1% |
| 5Y | +11.2% | +96.1% | -84.9% | -35.6% |
| All | +23.1% | +115.7% | -92.6% | -37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling