-67.8%
VFC vs DBX
+20.7%
-88.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -1.4% |
| 7D | -1.4% | -8.1% | +6.8% | +1.8% |
| 30D | +30.7% | -4.9% | +35.6% | +32.9% |
| 3M | +40.6% | -2.7% | +43.3% | +40.4% |
| 6M | +16.5% | +25.2% | -8.7% | +2.7% |
| YTD | +16.2% | +19.3% | -3.1% | +3.7% |
| 1Y | +42.4% | +6.6% | +35.8% | +34.0% |
| 3Y | +48.1% | +24.6% | +23.5% | +22.1% |
| 5Y | -67.8% | +23.5% | -91.3% | -74.5% |
| All | -67.8% | +20.7% | -88.5% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling