+175.5%
EXE vs DBX
+41.4%
+134.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | 0.0% |
| 7D | -2.2% | -1.8% | -0.4% | -1.9% |
| 30D | -0.8% | +2.8% | -3.6% | -1.5% |
| 3M | +10.0% | +26.8% | -16.7% | +4.7% |
| 6M | -6.3% | +32.8% | -39.1% | -12.3% |
| YTD | -10.7% | +26.1% | -36.8% | -15.5% |
| 1Y | +2.7% | +14.1% | -11.5% | -0.8% |
| 3Y | +19.1% | +25.7% | -6.6% | +9.5% |
| 5Y | +105.4% | +11.2% | +94.3% | +83.7% |
| All | +175.5% | +41.4% | +134.1% | +154.2% |
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