+23.7%
DBX vs VCLT
+12.6%
+11.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | +0.3% | 0.0% | +0.2% | +0.3% |
| 30D | 0.0% | +0.1% | -0.1% | 0.0% |
| 3M | +26.1% | -2.9% | +29.0% | +27.3% |
| 6M | +29.4% | -4.0% | +33.3% | +31.0% |
| YTD | +24.4% | -2.2% | +26.7% | +25.3% |
| 1Y | +10.9% | -2.6% | +13.5% | +11.7% |
| All | +23.7% | +12.6% | +11.1% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling