+118.6%
EXC vs DBX
+19.3%
+99.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -0.8% |
| 7D | +0.3% | +0.3% | +0.1% | +0.3% |
| 30D | -0.9% | 0.0% | -0.9% | -0.9% |
| 3M | -2.7% | +26.1% | -28.8% | -5.0% |
| 6M | -9.4% | +29.4% | -38.7% | -12.0% |
| YTD | +3.0% | +24.4% | -21.4% | +0.3% |
| 1Y | +5.1% | +10.9% | -5.7% | +3.5% |
| 3Y | +20.6% | +24.1% | -3.5% | +15.4% |
| 5Y | +45.7% | +7.8% | +38.0% | +40.1% |
| All | +118.6% | +19.3% | +99.4% | +90.8% |
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