+1,934.0%
VRT vs DBX
+19.4%
+1,914.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +10.5% | -3.3% | +13.8% | +11.3% |
| 30D | -9.3% | -5.9% | -3.4% | -8.3% |
| 3M | -29.6% | -6.7% | -22.9% | -29.1% |
| 6M | -45.4% | +28.0% | -73.3% | -51.0% |
| YTD | +24.8% | +20.6% | +4.2% | +12.0% |
| 1Y | +23.6% | +10.3% | +13.3% | +14.3% |
| 3Y | +379.7% | +24.0% | +355.6% | +313.5% |
| 5Y | +660.3% | +24.2% | +636.1% | +540.8% |
| All | +1,934.0% | +19.4% | +1,914.6% | +1,457.6% |
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