-44.6%
VG vs DBX
+7.5%
-52.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +14.0% | -3.3% | +17.2% | +14.9% |
| 30D | -1.0% | -5.9% | +4.9% | +0.5% |
| 3M | -2.7% | -6.7% | +4.0% | -1.3% |
| 6M | +1.5% | +28.0% | -26.5% | -8.8% |
| YTD | +93.7% | +20.6% | +73.1% | +78.3% |
| 1Y | +68.5% | +10.3% | +58.2% | +65.7% |
| All | -44.6% | +7.5% | -52.1% | -49.9% |
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