+225.7%
VIK vs DBX
+54.2%
+171.5%
-35.4%
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% | +0.8% |
| 7D | -0.9% | +2.1% | -3.0% | -1.5% |
| 30D | -18.4% | +5.7% | -24.1% | -19.7% |
| 3M | -8.8% | +31.8% | -40.6% | -15.8% |
| 6M | +17.1% | +37.5% | -20.3% | +5.5% |
| YTD | +19.0% | +27.9% | -8.9% | +10.5% |
| 1Y | +30.1% | +15.0% | +15.1% | +26.0% |
| All | +225.7% | +54.2% | +171.5% | +173.5% |
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