+103.0%
EFA vs DBX
+19.3%
+83.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -1.5% |
| 7D | -0.5% | +0.3% | -0.7% | -0.5% |
| 30D | -1.3% | 0.0% | -1.3% | -1.5% |
| 3M | +5.2% | +26.1% | -20.9% | +0.4% |
| 6M | +9.4% | +29.4% | -20.0% | +3.3% |
| YTD | +12.7% | +24.4% | -11.7% | +7.1% |
| 1Y | +19.3% | +10.9% | +8.4% | +15.6% |
| 3Y | +66.3% | +24.1% | +42.3% | +54.3% |
| 5Y | +53.4% | +7.8% | +45.6% | +42.6% |
| All | +103.0% | +19.3% | +83.7% | +68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling