+780.9%
VST vs DBX
+16.6%
+764.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +2.2% |
| 7D | +9.9% | -1.3% | +11.2% | +10.1% |
| 30D | +7.9% | -2.9% | +10.8% | +8.3% |
| 3M | +3.4% | +23.8% | -20.4% | -1.7% |
| 6M | -4.1% | +26.2% | -30.3% | -10.1% |
| YTD | -5.7% | +21.6% | -27.3% | -11.0% |
| 1Y | -18.9% | +11.4% | -30.3% | -22.1% |
| 3Y | +359.1% | +21.3% | +337.8% | +327.1% |
| 5Y | +766.9% | +6.7% | +760.2% | +706.7% |
| All | +780.9% | +16.6% | +764.4% | +618.2% |
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 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