-51.4%
VG vs DBX
+11.1%
-62.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.9% |
| 7D | -22.0% | -4.4% | -17.7% | -21.1% |
| 30D | -11.6% | +4.8% | -16.4% | -13.0% |
| 3M | -14.9% | +0.3% | -15.2% | -15.4% |
| 6M | -3.5% | +40.4% | -43.9% | -17.8% |
| YTD | +70.0% | +24.7% | +45.3% | +55.2% |
| 1Y | +50.0% | +20.9% | +29.1% | +39.2% |
| All | -51.4% | +11.1% | -62.5% | -56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling