+23.1%
DBX vs VCLT
+14.8%
+8.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.8% |
| 7D | -1.8% | -1.3% | -0.5% | -1.3% |
| 30D | +2.8% | -1.1% | +4.0% | +3.3% |
| 3M | +26.8% | -3.7% | +30.4% | +28.6% |
| 6M | +32.8% | -4.0% | +36.8% | +34.8% |
| YTD | +26.1% | -3.4% | +29.5% | +27.7% |
| 1Y | +14.1% | -4.1% | +18.3% | +15.9% |
| 3Y | +25.7% | +11.0% | +14.7% | +20.0% |
| 5Y | +11.2% | -17.0% | +28.2% | +15.2% |
| All | +23.1% | +14.8% | +8.3% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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