+71.6%
VSH vs DBX
+15.6%
+56.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.2% |
| 7D | +14.3% | -3.3% | +17.6% | +15.1% |
| 30D | -7.9% | -5.9% | -2.0% | -6.8% |
| 3M | -19.9% | -6.7% | -13.2% | -19.3% |
| 6M | -30.5% | +28.0% | -58.5% | -37.8% |
| YTD | +85.7% | +20.6% | +65.0% | +67.7% |
| 1Y | +98.9% | +10.3% | +88.6% | +85.0% |
| 3Y | +32.1% | +24.0% | +8.0% | +14.4% |
| 5Y | +39.7% | +24.2% | +15.4% | +18.3% |
| All | +71.6% | +15.6% | +56.0% | +25.5% |
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