+101.7%
VSH vs DBX
+20.9%
+80.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.3% | -1.3% |
| 7D | +3.1% | -1.8% | +4.9% | +3.6% |
| 30D | -5.7% | +2.8% | -8.6% | -6.8% |
| 3M | -42.5% | +26.8% | -69.2% | -47.5% |
| 6M | +82.7% | +32.8% | +49.9% | +62.4% |
| YTD | +118.2% | +26.1% | +92.2% | +96.6% |
| 1Y | +109.7% | +14.1% | +95.5% | +94.7% |
| 3Y | +35.3% | +25.7% | +9.6% | +18.1% |
| 5Y | +65.6% | +11.2% | +54.4% | +46.1% |
| All | +101.7% | +20.9% | +80.8% | +47.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling