-49.4%
VG vs DBX
+3.9%
-53.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +1.8% |
| 7D | -7.7% | -7.3% | -0.4% | -6.0% |
| 30D | -8.8% | -5.7% | -3.1% | -7.6% |
| 3M | -15.6% | -6.3% | -9.3% | -14.7% |
| 6M | +5.2% | +12.1% | -6.9% | -1.0% |
| YTD | +76.9% | +16.5% | +60.4% | +64.3% |
| 1Y | +42.5% | +6.1% | +36.4% | +41.6% |
| All | -49.4% | +3.9% | -53.3% | -53.8% |
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 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