+150.9%
VT vs DBX
+19.5%
+131.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.9% |
| 7D | -2.3% | -4.4% | +2.1% | -1.4% |
| 30D | -5.0% | +4.8% | -9.7% | -6.0% |
| 3M | -4.9% | +0.3% | -5.2% | -5.3% |
| 6M | -1.5% | +40.4% | -41.9% | -9.8% |
| YTD | +8.5% | +24.7% | -16.2% | +1.8% |
| 1Y | +11.4% | +20.9% | -9.5% | +5.0% |
| 3Y | +70.1% | +34.5% | +35.6% | +52.3% |
| 5Y | +53.7% | +24.6% | +29.1% | +37.3% |
| All | +150.9% | +19.5% | +131.4% | +101.3% |
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