+644.6%
VRT vs DBX
+21.2%
+623.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.9% | +6.6% | +4.0% |
| 7D | +13.6% | -1.3% | +14.9% | +13.8% |
| 30D | +6.8% | -2.9% | +9.6% | +7.0% |
| 3M | -3.2% | +23.8% | -27.1% | -7.2% |
| 6M | +20.3% | +26.2% | -5.9% | +13.8% |
| YTD | +79.6% | +21.6% | +58.0% | +71.7% |
| 1Y | +139.0% | +11.4% | +127.6% | +135.0% |
| 3Y | +644.6% | +21.3% | +623.3% | +532.3% |
| All | +644.6% | +21.2% | +623.4% | +532.3% |
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