-20.9%
VST vs DBX
+20.4%
-41.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +6.0% | +2.9% |
| 7D | +8.9% | -2.4% | +11.3% | +8.3% |
| 30D | +6.2% | -0.5% | +6.7% | +6.2% |
| 3M | -2.7% | +28.1% | -30.8% | +3.0% |
| 6M | -8.4% | +33.1% | -41.4% | -1.7% |
| YTD | -7.2% | +25.3% | -32.5% | +0.2% |
| 1Y | -20.9% | +18.3% | -39.2% | -14.0% |
| All | -20.9% | +20.4% | -41.3% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling