+144.6%
VMC vs DBX
+20.1%
+124.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.4% | +1.4% |
| 7D | -4.3% | -2.4% | -1.9% | -3.9% |
| 30D | -8.2% | -0.5% | -7.8% | -8.3% |
| 3M | -7.0% | +28.1% | -35.1% | -11.4% |
| 6M | -10.8% | +33.1% | -43.8% | -16.1% |
| YTD | -7.4% | +25.3% | -32.7% | -12.0% |
| 1Y | -9.5% | +18.3% | -27.8% | -13.4% |
| 3Y | +20.5% | +25.0% | -4.5% | +11.4% |
| 5Y | +51.6% | +7.5% | +44.0% | +40.3% |
| All | +144.6% | +20.1% | +124.5% | +101.9% |
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