+9.7%
DBX vs VSXY
+19.2%
-9.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.5% | +5.8% | +2.7% |
| 7D | +0.3% | -10.7% | +11.0% | +1.2% |
| 30D | 0.0% | -24.3% | +24.3% | +2.7% |
| 3M | +26.1% | +1.0% | +25.1% | +25.4% |
| 6M | +29.4% | +57.4% | -28.0% | +20.1% |
| YTD | +24.4% | +39.8% | -15.4% | +16.7% |
| 1Y | +10.9% | +196.5% | -185.6% | -7.2% |
| 3Y | +24.1% | +357.2% | -333.2% | -11.4% |
| All | +9.7% | +19.2% | -9.5% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 5y: compounded portfolio wealth divided by compounded VSXY 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…
5y analysis · Full analysis span regression · 6 months rolling