-13.0%
EFX vs DBX
+25.2%
-38.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.4% | -0.5% |
| 7D | -11.1% | -1.8% | -9.3% | -10.5% |
| 30D | -7.4% | +2.8% | -10.2% | -8.3% |
| 3M | +1.5% | +26.8% | -25.3% | -6.0% |
| 6M | -13.7% | +32.8% | -46.5% | -21.5% |
| YTD | -21.9% | +26.1% | -47.9% | -27.9% |
| 1Y | -30.8% | +14.1% | -44.9% | -34.6% |
| All | -13.0% | +25.2% | -38.2% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling