+20.6%
EWZ vs DBX
+12.3%
+8.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.0% | +8.0% | +3.4% |
| 7D | +1.4% | -8.6% | +10.0% | +3.4% |
| 30D | -25.1% | -5.2% | -19.9% | -24.3% |
| 3M | -7.7% | -6.4% | -1.3% | -6.8% |
| 6M | -15.8% | +12.7% | -28.6% | -19.3% |
| YTD | +3.6% | +17.2% | -13.6% | -2.2% |
| 1Y | +5.5% | +5.5% | 0.0% | +2.2% |
| 3Y | +22.1% | +24.1% | -2.0% | +9.8% |
| 5Y | +58.3% | +14.2% | +44.2% | +42.2% |
| All | +20.6% | +12.3% | +8.2% | -8.7% |
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 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