+12.2%
DBX vs VYM
+76.3%
-64.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.8% |
| 7D | -1.8% | -1.9% | 0.0% | -0.1% |
| 30D | +2.8% | -2.6% | +5.4% | +5.4% |
| 3M | +26.8% | +3.6% | +23.2% | +22.6% |
| 6M | +32.8% | +8.7% | +24.1% | +22.1% |
| YTD | +26.1% | +14.1% | +12.0% | +10.2% |
| 1Y | +14.1% | +17.8% | -3.7% | -3.7% |
| 3Y | +25.7% | +64.5% | -38.8% | -26.2% |
| All | +12.2% | +76.3% | -64.1% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling