+366.1%
VRT vs DBX
+23.9%
+342.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.6% | -3.1% |
| 7D | -17.7% | -7.3% | -10.4% | -17.5% |
| 30D | -20.0% | -5.7% | -14.3% | -20.0% |
| 3M | -28.1% | -6.3% | -21.7% | -28.3% |
| 6M | -42.8% | +12.1% | -55.0% | -44.5% |
| YTD | +20.0% | +16.5% | +3.4% | +15.3% |
| 1Y | +3.5% | +6.1% | -2.5% | +3.1% |
| 3Y | +366.1% | +21.8% | +344.3% | +290.2% |
| All | +366.1% | +23.9% | +342.2% | +290.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling