+24.9%
DBX vs XHB
+160.3%
-135.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.7% |
| 7D | +2.1% | -4.6% | +6.7% | +4.3% |
| 30D | +5.7% | -9.1% | +14.9% | +10.4% |
| 3M | +31.8% | -8.6% | +40.4% | +36.4% |
| 6M | +37.5% | -4.0% | +41.5% | +37.3% |
| YTD | +27.9% | -3.9% | +31.9% | +26.9% |
| 1Y | +15.0% | -16.5% | +31.5% | +22.1% |
| 3Y | +27.2% | +22.6% | +4.6% | +6.6% |
| 5Y | +12.8% | +33.9% | -21.2% | -12.0% |
| All | +24.9% | +160.3% | -135.4% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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