+233.3%
V vs DBX
+19.3%
+214.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.9% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | +1.9% | 0.0% | +1.9% | +1.7% |
| 3M | +13.2% | +26.1% | -12.9% | +6.5% |
| 6M | +16.7% | +29.4% | -12.6% | +8.3% |
| YTD | +5.4% | +24.4% | -19.0% | -1.4% |
| 1Y | +7.7% | +10.9% | -3.2% | +3.4% |
| 3Y | +52.0% | +24.1% | +27.9% | +38.0% |
| 5Y | +67.7% | +7.8% | +60.0% | +53.4% |
| All | +233.3% | +19.3% | +214.0% | +162.4% |
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