+13.8%
DBX vs VO
+141.1%
-127.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -7.3% | -0.2% | -7.1% | -7.4% |
| 30D | -5.7% | +0.5% | -6.2% | -6.4% |
| 3M | -6.3% | -1.1% | -5.2% | -5.7% |
| 6M | +12.1% | +6.4% | +5.7% | +5.2% |
| YTD | +16.5% | +13.5% | +3.0% | +2.3% |
| 1Y | +6.1% | +13.6% | -7.5% | -7.1% |
| 3Y | +21.8% | +65.2% | -43.4% | -25.1% |
| 5Y | +19.1% | +37.7% | -18.6% | -13.0% |
| All | +13.8% | +141.1% | -127.3% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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