+570.7%
EME vs DBX
+11.7%
+558.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.9% | +4.1% |
| 7D | +3.5% | +2.1% | +1.4% | +3.2% |
| 30D | -6.3% | +5.7% | -12.1% | -7.2% |
| 3M | -3.8% | +31.8% | -35.6% | -8.7% |
| 6M | +8.5% | +37.5% | -28.9% | +1.2% |
| YTD | +27.8% | +27.9% | -0.1% | +21.0% |
| 1Y | +22.2% | +15.0% | +7.2% | +18.5% |
| 3Y | +253.5% | +27.2% | +226.3% | +224.9% |
| All | +570.7% | +11.7% | +558.9% | +476.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling