+10.8%
DBX vs VSXY
+42.7%
-31.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.9% | -6.8% | -3.3% |
| 7D | -1.3% | -6.8% | +5.5% | -0.8% |
| 30D | -2.9% | -20.4% | +17.5% | -0.8% |
| 3M | +23.8% | +2.9% | +20.9% | +22.9% |
| 6M | +26.2% | +67.9% | -41.7% | +16.8% |
| YTD | +21.6% | +44.9% | -23.2% | +14.0% |
| 1Y | +11.4% | +205.9% | -194.5% | -6.1% |
| 3Y | +21.3% | +373.9% | -352.6% | -11.3% |
| 5Y | +6.7% | +23.5% | -16.8% | -5.7% |
| All | +10.8% | +42.7% | -31.9% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling