+157.4%
VT vs DBX
+12.3%
+145.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.0% | +8.6% | +3.9% |
| 7D | +0.4% | -8.6% | +9.0% | +2.2% |
| 30D | -2.6% | -5.2% | +2.6% | -1.7% |
| 3M | -3.2% | -6.4% | +3.2% | -2.4% |
| 6M | +0.9% | +12.7% | -11.8% | -2.8% |
| YTD | +11.3% | +17.2% | -5.9% | +5.7% |
| 1Y | +14.0% | +5.5% | +8.5% | +10.7% |
| 3Y | +75.8% | +24.1% | +51.7% | +60.1% |
| 5Y | +57.8% | +14.2% | +43.6% | +43.4% |
| All | +157.4% | +12.3% | +145.1% | +109.0% |
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