-53.1%
TE vs DBX
+97.4%
-150.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.2% |
| 7D | +0.2% | +2.1% | -1.9% | -0.7% |
| 30D | -5.9% | +5.7% | -11.7% | -8.0% |
| 3M | -45.6% | +31.8% | -77.4% | -51.6% |
| 6M | -43.4% | +37.5% | -80.8% | -50.8% |
| YTD | -31.0% | +27.9% | -58.9% | -38.8% |
| 1Y | +145.2% | +15.0% | +130.2% | +125.6% |
| 3Y | -24.1% | +27.2% | -51.2% | -34.1% |
| 5Y | -48.1% | +12.8% | -60.9% | -57.1% |
| All | -53.1% | +97.4% | -150.5% | -61.2% |
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