+662.9%
VST vs DBX
+11.7%
+651.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -2.0% |
| 7D | -6.0% | -7.3% | +1.3% | -5.1% |
| 30D | -18.8% | -5.7% | -13.1% | -18.3% |
| 3M | -8.0% | -6.3% | -1.7% | -7.8% |
| 6M | -10.9% | +12.1% | -23.0% | -14.6% |
| YTD | -18.3% | +16.5% | -34.9% | -22.9% |
| 1Y | -29.9% | +6.1% | -36.0% | -32.5% |
| 3Y | +290.3% | +21.8% | +268.5% | +260.1% |
| 5Y | +635.3% | +19.1% | +616.2% | +568.3% |
| All | +662.9% | +11.7% | +651.2% | +522.2% |
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