+292.2%
VIAV vs DBX
+27.0%
+265.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.2% | +3.6% |
| 7D | +11.2% | +2.1% | +9.1% | +11.2% |
| 30D | -10.1% | +5.7% | -15.9% | -10.1% |
| 3M | -22.9% | +31.8% | -54.7% | -23.6% |
| 6M | +28.8% | +37.5% | -8.7% | +26.0% |
| YTD | +117.5% | +27.9% | +89.5% | +115.9% |
| 1Y | +216.1% | +15.0% | +201.0% | +221.7% |
| 3Y | +292.2% | +27.2% | +265.0% | +260.6% |
| All | +292.2% | +27.0% | +265.2% | +260.6% |
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