+24.0%
DBX vs EFV
+91.8%
-67.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -3.3% | +2.5% | -5.8% | -4.3% |
| 30D | -5.9% | +2.9% | -8.8% | -7.0% |
| 3M | -6.7% | -1.4% | -5.3% | -6.2% |
| 6M | +28.0% | +5.5% | +22.4% | +24.7% |
| YTD | +20.6% | +16.1% | +4.5% | +10.1% |
| 1Y | +10.3% | +20.3% | -10.0% | -1.9% |
| 3Y | +24.0% | +90.4% | -66.4% | -21.6% |
| All | +24.0% | +91.8% | -67.7% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling