+515.5%
VGT vs DBX
+22.6%
+492.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.7% |
| 7D | -0.2% | +2.1% | -2.3% | -0.9% |
| 30D | -0.4% | +5.7% | -6.2% | -2.5% |
| 3M | +4.4% | +31.8% | -27.4% | -5.7% |
| 6M | +32.1% | +37.5% | -5.4% | +16.2% |
| YTD | +28.8% | +27.9% | +0.9% | +16.0% |
| 1Y | +35.3% | +15.0% | +20.3% | +25.9% |
| 3Y | +124.8% | +27.2% | +97.6% | +95.6% |
| 5Y | +137.9% | +12.8% | +125.1% | +109.5% |
| All | +515.5% | +22.6% | +492.9% | +360.8% |
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