+240.3%
V vs DBX
+20.1%
+220.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.4% |
| 7D | -1.7% | -2.4% | +0.7% | -1.1% |
| 30D | +2.0% | -0.5% | +2.4% | +2.0% |
| 3M | +17.4% | +28.1% | -10.7% | +10.0% |
| 6M | +17.5% | +33.1% | -15.6% | +8.2% |
| YTD | +7.6% | +25.3% | -17.7% | +0.5% |
| 1Y | +7.7% | +18.3% | -10.6% | +1.7% |
| 3Y | +54.7% | +25.0% | +29.6% | +40.2% |
| 5Y | +73.0% | +7.5% | +65.5% | +58.4% |
| All | +240.3% | +20.1% | +220.2% | +167.5% |
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