-32.0%
VST vs DBX
+19.2%
-51.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -3.1% | +13.6% | +9.5% |
| 7D | -9.8% | -4.4% | -5.4% | -10.9% |
| 30D | -25.1% | +4.8% | -29.9% | -23.8% |
| 3M | -11.6% | +0.3% | -11.9% | -10.7% |
| 6M | -20.9% | +40.4% | -61.3% | -13.6% |
| YTD | -22.3% | +24.7% | -47.0% | -14.4% |
| 1Y | -32.0% | +20.9% | -52.9% | -25.4% |
| All | -32.0% | +19.2% | -51.2% | -25.4% |
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