+6.7%
DBX vs ESI
+77.4%
-70.8%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.1% |
| 7D | -1.3% | +5.4% | -6.7% | -2.6% |
| 30D | -2.9% | -4.2% | +1.3% | -2.0% |
| 3M | +23.8% | -9.6% | +33.5% | +24.7% |
| 6M | +26.2% | +18.3% | +7.9% | +14.0% |
| YTD | +21.6% | +45.8% | -24.2% | +0.3% |
| 1Y | +11.4% | +39.2% | -27.7% | -7.2% |
| 3Y | +21.3% | +86.3% | -65.0% | -15.2% |
| 5Y | +6.7% | +76.2% | -69.6% | -25.2% |
| All | +6.7% | +77.4% | -70.8% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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