+178.5%
EXE vs DBX
+40.6%
+137.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | -0.7% |
| 7D | -0.3% | -2.4% | +2.2% | +0.2% |
| 30D | +8.5% | -0.5% | +8.9% | +8.4% |
| 3M | +5.5% | +28.1% | -22.6% | +0.1% |
| 6M | -5.9% | +33.1% | -39.0% | -12.0% |
| YTD | -9.7% | +25.3% | -35.0% | -14.5% |
| 1Y | +3.6% | +18.3% | -14.8% | -0.9% |
| 3Y | +18.0% | +25.0% | -7.0% | +8.6% |
| 5Y | +109.4% | +7.5% | +101.9% | +88.1% |
| All | +178.5% | +40.6% | +137.9% | +157.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling