+77.9%
VNQ vs DBX
+20.9%
+57.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | -2.6% | -1.8% | -0.8% | -2.3% |
| 30D | -2.3% | +2.8% | -5.2% | -3.0% |
| 3M | -2.8% | +26.8% | -29.6% | -7.2% |
| 6M | +2.5% | +32.8% | -30.3% | -3.5% |
| YTD | +8.4% | +26.1% | -17.6% | +3.0% |
| 1Y | +6.8% | +14.1% | -7.4% | +3.0% |
| 3Y | +29.9% | +25.7% | +4.2% | +20.6% |
| 5Y | +7.2% | +11.2% | -4.0% | -0.7% |
| All | +77.9% | +20.9% | +57.1% | +46.4% |
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 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