+22.3%
DBX vs VCLT
+16.4%
+5.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | -0.5% | -0.9% | +0.4% | -0.1% |
| 3M | +28.1% | -3.2% | +31.3% | +29.7% |
| 6M | +33.1% | -3.8% | +36.9% | +35.1% |
| YTD | +25.3% | -2.0% | +27.3% | +26.2% |
| 1Y | +18.3% | -0.8% | +19.2% | +18.6% |
| 3Y | +25.0% | +12.3% | +12.7% | +18.8% |
| 5Y | +7.5% | -15.4% | +22.9% | +10.7% |
| All | +22.3% | +16.4% | +5.9% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling