-75.2%
VFC vs DBX
+22.6%
-97.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.9% | +3.9% |
| 7D | -1.4% | +2.1% | -3.5% | -2.0% |
| 30D | -9.0% | +5.7% | -14.7% | -10.7% |
| 3M | -24.2% | +31.8% | -56.0% | -30.9% |
| 6M | -18.5% | +37.5% | -56.0% | -27.5% |
| YTD | -25.9% | +27.9% | -53.8% | -32.6% |
| 1Y | -13.0% | +15.0% | -28.0% | -18.4% |
| 3Y | -20.3% | +27.2% | -47.5% | -28.9% |
| 5Y | -78.1% | +12.8% | -90.9% | -80.4% |
| All | -75.2% | +22.6% | -97.8% | -80.5% |
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 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