+54.2%
EWZ vs DBX
+24.0%
+30.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +0.8% | -3.3% | +4.0% | +1.2% |
| 30D | -24.4% | -5.9% | -18.5% | -23.7% |
| 3M | -4.6% | -6.7% | +2.1% | -3.9% |
| 6M | -11.6% | +28.0% | -39.5% | -15.7% |
| YTD | +2.4% | +20.6% | -18.2% | -1.8% |
| 1Y | +2.1% | +10.3% | -8.2% | -0.3% |
| 3Y | +18.7% | +24.0% | -5.3% | +10.0% |
| All | +54.2% | +24.0% | +30.2% | +45.1% |
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