+91.5%
ED vs DBX
+20.9%
+70.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.7% |
| 7D | -1.9% | -1.8% | 0.0% | -1.8% |
| 30D | +0.1% | +2.8% | -2.7% | +0.1% |
| 3M | 0.0% | +26.8% | -26.8% | -0.3% |
| 6M | -2.5% | +32.8% | -35.3% | -2.9% |
| YTD | +10.1% | +26.1% | -16.0% | +9.7% |
| 1Y | +13.6% | +14.1% | -0.5% | +13.4% |
| 3Y | +32.4% | +25.7% | +6.7% | +31.6% |
| 5Y | +69.9% | +11.2% | +58.7% | +68.3% |
| All | +91.5% | +20.9% | +70.6% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DBX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling