-62.2%
VFC vs DBX
+15.6%
-77.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.0% | -3.3% |
| 7D | -1.4% | -6.3% | +4.9% | +0.3% |
| 30D | +24.6% | -5.9% | +30.5% | +26.6% |
| 3M | +38.4% | -0.4% | +38.8% | +37.4% |
| 6M | +15.3% | +29.8% | -14.6% | +4.4% |
| YTD | +12.7% | +20.5% | -7.8% | +3.8% |
| 1Y | +32.7% | +8.7% | +24.0% | +26.1% |
| 3Y | +43.7% | +25.9% | +17.8% | +28.1% |
| 5Y | -69.2% | +24.2% | -93.3% | -73.0% |
| All | -62.2% | +15.6% | -77.8% | -70.0% |
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