+24.9%
DBX vs VYM
+155.2%
-130.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +0.9% |
| 7D | +2.1% | -0.8% | +2.9% | +2.8% |
| 30D | +5.7% | -2.2% | +8.0% | +7.8% |
| 3M | +31.8% | +3.1% | +28.7% | +28.6% |
| 6M | +37.5% | +9.7% | +27.7% | +26.8% |
| YTD | +27.9% | +14.9% | +13.0% | +13.4% |
| 1Y | +15.0% | +17.6% | -2.5% | -0.2% |
| 3Y | +27.2% | +65.3% | -38.1% | -17.3% |
| 5Y | +12.8% | +78.7% | -65.9% | -30.5% |
| All | +24.9% | +155.2% | -130.4% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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