+22.3%
DBX vs EFV
+119.8%
-97.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -2.4% | +1.5% | -3.9% | -3.4% |
| 30D | -0.5% | +1.7% | -2.2% | -1.7% |
| 3M | +28.1% | +8.6% | +19.4% | +20.3% |
| 6M | +33.1% | +11.7% | +21.4% | +21.7% |
| YTD | +25.3% | +19.3% | +6.0% | +8.6% |
| 1Y | +18.3% | +30.2% | -11.9% | -4.3% |
| 3Y | +25.0% | +91.6% | -66.6% | -25.9% |
| 5Y | +7.5% | +96.4% | -88.9% | -37.7% |
| All | +22.3% | +119.8% | -97.5% | -38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling