-79.0%
VFC vs DBX
+8.9%
-87.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.3% | -4.5% | -3.1% |
| 7D | -2.3% | +0.3% | -2.6% | -2.6% |
| 30D | -13.4% | 0.0% | -13.4% | -13.6% |
| 3M | -23.7% | +26.1% | -49.8% | -31.5% |
| 6M | -24.5% | +29.4% | -53.8% | -34.0% |
| YTD | -27.8% | +24.4% | -52.3% | -35.8% |
| 1Y | -13.5% | +10.9% | -24.3% | -19.3% |
| 3Y | -27.1% | +24.1% | -51.2% | -38.4% |
| 5Y | -79.0% | +7.8% | -86.8% | -83.8% |
| All | -79.0% | +8.9% | -87.9% | -83.8% |
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