-9.5%
VMC vs DBX
+20.4%
-29.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.4% | +0.7% |
| 7D | -4.3% | -2.4% | -1.9% | -4.5% |
| 30D | -8.2% | -0.5% | -7.8% | -8.2% |
| 3M | -7.0% | +28.1% | -35.1% | -4.3% |
| 6M | -10.8% | +33.1% | -43.8% | -7.1% |
| YTD | -7.4% | +25.3% | -32.7% | -4.5% |
| 1Y | -9.5% | +18.3% | -27.8% | -6.8% |
| All | -9.5% | +20.4% | -29.9% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling