+55.6%
VFC vs DBX
+22.5%
+33.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.3% | +1.2% | +4.2% |
| 7D | +21.5% | -1.1% | +22.6% | +21.5% |
| 30D | +46.7% | +5.0% | +41.6% | +46.2% |
| 3M | +38.4% | +4.6% | +33.8% | +37.7% |
| 6M | +15.2% | +43.9% | -28.7% | +10.9% |
| YTD | +17.8% | +29.9% | -12.0% | +16.1% |
| 1Y | +55.6% | +24.6% | +31.0% | +53.4% |
| All | +55.6% | +22.5% | +33.0% | +53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling