-8.2%
VFC vs DBX
+20.4%
-28.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +2.6% |
| 7D | -1.6% | -2.4% | +0.8% | -1.4% |
| 30D | -11.6% | -0.5% | -11.1% | -11.7% |
| 3M | -18.1% | +28.1% | -46.2% | -20.5% |
| 6M | -27.4% | +33.1% | -60.4% | -29.3% |
| YTD | -24.8% | +25.3% | -50.1% | -26.3% |
| 1Y | -8.2% | +18.3% | -26.6% | -9.9% |
| All | -8.2% | +20.4% | -28.6% | -9.9% |
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