+7.8%
DBX vs EFV
+95.4%
-87.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.9% |
| 7D | +0.3% | -0.5% | +0.8% | +0.6% |
| 30D | 0.0% | 0.0% | 0.0% | 0.0% |
| 3M | +26.1% | +8.4% | +17.7% | +18.8% |
| 6M | +29.4% | +12.3% | +17.0% | +17.9% |
| YTD | +24.4% | +17.4% | +7.0% | +8.8% |
| 1Y | +10.9% | +27.1% | -16.3% | -9.5% |
| 3Y | +24.1% | +90.7% | -66.6% | -29.6% |
| 5Y | +7.8% | +95.6% | -87.9% | -41.6% |
| All | +7.8% | +95.4% | -87.6% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling