+101.0%
VSH vs DBX
+20.9%
+80.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.7% |
| 7D | +2.8% | -1.8% | +4.6% | +3.2% |
| 30D | -6.0% | +2.8% | -8.9% | -7.1% |
| 3M | -42.6% | +26.8% | -69.4% | -47.6% |
| 6M | +82.1% | +32.8% | +49.3% | +61.9% |
| YTD | +117.5% | +26.1% | +91.5% | +96.0% |
| 1Y | +109.0% | +14.1% | +94.9% | +94.1% |
| 3Y | +34.9% | +25.7% | +9.1% | +17.8% |
| 5Y | +65.1% | +11.2% | +53.9% | +45.7% |
| All | +101.0% | +20.9% | +80.2% | +46.7% |
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