+60.0%
EFX vs DBX
+16.6%
+43.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.1% | -2.2% |
| 7D | -7.8% | -1.3% | -6.5% | -7.4% |
| 30D | -5.7% | -2.9% | -2.8% | -4.9% |
| 3M | +2.5% | +23.8% | -21.3% | -3.3% |
| 6M | -16.7% | +26.2% | -42.9% | -22.1% |
| YTD | -20.2% | +21.6% | -41.8% | -24.7% |
| 1Y | -31.4% | +11.4% | -42.8% | -34.0% |
| 3Y | -10.5% | +21.3% | -31.8% | -17.6% |
| 5Y | -35.2% | +6.7% | -41.9% | -40.4% |
| All | +60.0% | +16.6% | +43.4% | +31.7% |
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