+538.4%
ETN vs DBX
+22.6%
+515.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.7% |
| 7D | +3.5% | +2.1% | +1.4% | +3.1% |
| 30D | -7.5% | +5.7% | -13.3% | -8.8% |
| 3M | +8.3% | +31.8% | -23.5% | +1.4% |
| 6M | +20.2% | +37.5% | -17.3% | +10.1% |
| YTD | +34.7% | +27.9% | +6.8% | +25.3% |
| 1Y | +19.4% | +15.0% | +4.4% | +13.7% |
| 3Y | +85.5% | +27.2% | +58.3% | +68.4% |
| 5Y | +186.6% | +12.8% | +173.8% | +161.0% |
| All | +538.4% | +22.6% | +515.8% | +396.3% |
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