+17.7%
DBX vs VCLT
+13.7%
+4.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -3.3% | -2.3% | -1.0% | -2.4% |
| 30D | -5.9% | +0.8% | -6.6% | -6.1% |
| 3M | -6.7% | -2.7% | -4.0% | -5.7% |
| 6M | +28.0% | -4.3% | +32.3% | +30.1% |
| YTD | +20.6% | -4.3% | +24.9% | +22.7% |
| 1Y | +10.3% | -4.4% | +14.7% | +12.1% |
| 3Y | +24.0% | +13.8% | +10.3% | +17.3% |
| 5Y | +24.2% | -17.0% | +41.2% | +28.9% |
| All | +17.7% | +13.7% | +4.1% | +19.8% |
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