+17.7%
DBX vs VIG
+193.7%
-176.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -6.3% | +3.1% | -9.4% | -9.1% |
| 30D | -5.9% | +5.0% | -10.9% | -10.4% |
| 3M | -0.4% | +2.7% | -3.0% | -3.1% |
| 6M | +29.8% | +11.0% | +18.9% | +17.1% |
| YTD | +20.5% | +16.0% | +4.6% | +3.8% |
| 1Y | +8.7% | +16.3% | -7.6% | -6.8% |
| 3Y | +25.9% | +66.8% | -40.9% | -24.1% |
| 5Y | +24.2% | +64.8% | -40.6% | -23.9% |
| All | +17.7% | +193.7% | -176.0% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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