+133.4%
VMC vs DBX
+20.9%
+112.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | 0.0% |
| 7D | -3.7% | -1.8% | -1.9% | -3.4% |
| 30D | -12.8% | +2.8% | -15.6% | -13.3% |
| 3M | -7.9% | +26.8% | -34.7% | -12.0% |
| 6M | -7.5% | +32.8% | -40.3% | -13.0% |
| YTD | -11.6% | +26.1% | -37.7% | -16.2% |
| 1Y | -14.3% | +14.1% | -28.4% | -17.3% |
| 3Y | +18.5% | +25.7% | -7.2% | +9.4% |
| 5Y | +46.8% | +11.2% | +35.6% | +35.1% |
| All | +133.4% | +20.9% | +112.6% | +92.4% |
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