+373.4%
VST vs DBX
+26.1%
+347.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +6.0% | +3.9% |
| 7D | +8.9% | -2.4% | +11.3% | +9.3% |
| 30D | +6.2% | -0.5% | +6.7% | +6.1% |
| 3M | -2.7% | +28.1% | -30.8% | -7.7% |
| 6M | -8.4% | +33.1% | -41.4% | -14.9% |
| YTD | -7.2% | +25.3% | -32.5% | -12.1% |
| 1Y | -20.9% | +18.3% | -39.2% | -23.9% |
| All | +373.4% | +26.1% | +347.3% | +326.4% |
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 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