+153.4%
EXE vs DBX
+35.3%
+118.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +5.3% | -3.3% | +8.6% | +5.9% |
| 30D | -2.2% | -5.9% | +3.7% | -1.3% |
| 3M | -5.9% | -6.7% | +0.8% | -5.1% |
| 6M | -5.7% | +28.0% | -33.7% | -11.0% |
| YTD | -17.8% | +20.6% | -38.4% | -21.9% |
| 1Y | -23.1% | +10.3% | -33.4% | -25.5% |
| 3Y | +21.2% | +24.0% | -2.9% | +11.2% |
| 5Y | +78.8% | +24.2% | +54.6% | +58.4% |
| All | +153.4% | +35.3% | +118.1% | +135.0% |
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