+27.0%
EMB vs DBX
+20.9%
+6.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -1.1% | -1.8% | +0.7% | -1.0% |
| 30D | -1.1% | +2.8% | -3.9% | -1.3% |
| 3M | -0.8% | +26.8% | -27.5% | -2.8% |
| 6M | -0.1% | +32.8% | -32.8% | -2.7% |
| YTD | +0.4% | +26.1% | -25.6% | -1.8% |
| 1Y | +3.3% | +14.1% | -10.9% | +1.7% |
| 3Y | +29.0% | +25.7% | +3.3% | +24.8% |
| 5Y | +6.3% | +11.2% | -4.8% | +2.4% |
| All | +27.0% | +20.9% | +6.2% | +16.5% |
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 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