+10.3%
DBX vs VCLT
-4.7%
+15.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -3.3% | -2.3% | -1.0% | -2.0% |
| 30D | -5.9% | +0.8% | -6.6% | -6.3% |
| 3M | -6.7% | -2.7% | -4.0% | -5.6% |
| 6M | +28.0% | -4.3% | +32.3% | +29.6% |
| YTD | +20.6% | -4.3% | +24.9% | +22.8% |
| 1Y | +10.3% | -4.4% | +14.7% | +12.3% |
| All | +10.3% | -4.7% | +15.0% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling