+57.6%
EFX vs DBX
+22.6%
+35.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.2% |
| 7D | -4.5% | +2.1% | -6.6% | -5.1% |
| 30D | -6.1% | +5.7% | -11.8% | -7.6% |
| 3M | +6.2% | +31.8% | -25.6% | -1.5% |
| 6M | -11.2% | +37.5% | -48.7% | -19.0% |
| YTD | -21.4% | +27.9% | -49.3% | -26.9% |
| 1Y | -34.3% | +15.0% | -49.4% | -37.4% |
| 3Y | -12.5% | +27.2% | -39.7% | -20.5% |
| 5Y | -35.6% | +12.8% | -48.3% | -41.7% |
| All | +57.6% | +22.6% | +35.0% | +27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling