+298.0%
VST vs DBX
+25.2%
+272.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +1.6% |
| 7D | +10.9% | -8.1% | +19.1% | +11.6% |
| 30D | -15.6% | -4.9% | -10.7% | -15.5% |
| 3M | -7.8% | -2.7% | -5.1% | -8.2% |
| 6M | -12.0% | +25.2% | -37.1% | -17.2% |
| YTD | -16.9% | +19.3% | -36.2% | -21.2% |
| 1Y | -25.1% | +6.6% | -31.7% | -26.0% |
| All | +298.0% | +25.2% | +272.8% | +253.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling