+67.0%
VSH vs DBX
+8.9%
+58.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.1% |
| 7D | +3.5% | +0.3% | +3.3% | +3.4% |
| 30D | -4.4% | 0.0% | -4.4% | -4.7% |
| 3M | -45.8% | +26.1% | -71.9% | -50.2% |
| 6M | +90.1% | +29.4% | +60.8% | +71.2% |
| YTD | +120.3% | +24.4% | +95.9% | +100.5% |
| 1Y | +112.2% | +10.9% | +101.4% | +101.1% |
| 3Y | +36.6% | +24.1% | +12.5% | +18.6% |
| 5Y | +67.0% | +7.8% | +59.3% | +35.1% |
| All | +67.0% | +8.9% | +58.1% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling