+514.6%
VGT vs DBX
+19.3%
+495.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.9% |
| 7D | +1.5% | +0.3% | +1.2% | +1.3% |
| 30D | +0.5% | 0.0% | +0.5% | +0.3% |
| 3M | +5.3% | +26.1% | -20.8% | -3.5% |
| 6M | +32.4% | +29.4% | +3.1% | +19.0% |
| YTD | +28.6% | +24.4% | +4.2% | +16.9% |
| 1Y | +37.6% | +10.9% | +26.8% | +29.7% |
| 3Y | +125.5% | +24.1% | +101.4% | +97.9% |
| 5Y | +135.2% | +7.8% | +127.4% | +110.1% |
| All | +514.6% | +19.3% | +495.3% | +364.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling