+127.8%
EXC vs DBX
+11.7%
+116.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +0.1% | -7.3% | +7.4% | +0.8% |
| 30D | +9.0% | -5.7% | +14.7% | +9.6% |
| 3M | +3.3% | -6.3% | +9.6% | +3.7% |
| 6M | +5.7% | +12.1% | -6.4% | +4.1% |
| YTD | +7.3% | +16.5% | -9.2% | +5.1% |
| 1Y | +2.9% | +6.1% | -3.1% | +1.7% |
| 3Y | +29.3% | +21.8% | +7.6% | +23.7% |
| 5Y | +40.1% | +19.1% | +20.9% | +32.5% |
| All | +127.8% | +11.7% | +116.1% | +99.8% |
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