+52.7%
EFA vs DBX
+11.7%
+41.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | -1.5% | +2.1% | -3.6% | -1.9% |
| 30D | -1.7% | +5.7% | -7.4% | -2.8% |
| 3M | +3.5% | +31.8% | -28.3% | -2.1% |
| 6M | +9.5% | +37.5% | -28.0% | +1.9% |
| YTD | +12.9% | +27.9% | -15.0% | +6.7% |
| 1Y | +18.2% | +15.0% | +3.2% | +14.1% |
| 3Y | +64.8% | +27.2% | +37.7% | +50.1% |
| All | +52.7% | +11.7% | +41.0% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling