+42.8%
EWZ vs DBX
+16.6%
+26.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +2.7% |
| 7D | +5.6% | -1.3% | +6.9% | +5.9% |
| 30D | +9.3% | -2.9% | +12.1% | +9.8% |
| 3M | +15.7% | +23.8% | -8.2% | +9.2% |
| 6M | +7.4% | +26.2% | -18.8% | +0.1% |
| YTD | +22.7% | +21.6% | +1.1% | +15.2% |
| 1Y | +36.4% | +11.4% | +25.0% | +30.5% |
| 3Y | +50.4% | +21.3% | +29.1% | +36.7% |
| 5Y | +67.6% | +6.7% | +61.0% | +54.0% |
| All | +42.8% | +16.6% | +26.2% | +7.5% |
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