+2,397.0%
VRT vs DBX
+24.8%
+2,372.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -6.0% |
| 7D | -7.7% | -1.8% | -5.9% | -7.4% |
| 30D | -12.0% | +2.8% | -14.8% | -13.0% |
| 3M | -11.7% | +26.8% | -38.4% | -19.2% |
| 6M | -8.1% | +32.8% | -40.8% | -18.8% |
| YTD | +53.2% | +26.1% | +27.1% | +37.2% |
| 1Y | +81.7% | +14.1% | +67.5% | +67.4% |
| 3Y | +535.3% | +25.7% | +509.6% | +453.6% |
| 5Y | +916.4% | +11.2% | +905.2% | +777.2% |
| All | +2,397.0% | +24.8% | +2,372.2% | +1,807.9% |
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 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