+159.1%
VT vs DBX
+14.3%
+144.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.7% |
| 7D | -0.7% | -8.1% | +7.4% | +1.0% |
| 30D | -1.7% | -4.9% | +3.2% | -0.9% |
| 3M | -2.3% | -2.7% | +0.4% | -2.2% |
| 6M | +1.5% | +25.2% | -23.7% | -4.4% |
| YTD | +12.0% | +19.3% | -7.2% | +6.0% |
| 1Y | +12.9% | +6.6% | +6.3% | +9.4% |
| 3Y | +74.9% | +24.6% | +50.3% | +59.3% |
| 5Y | +59.9% | +23.5% | +36.4% | +43.0% |
| All | +159.1% | +14.3% | +144.8% | +109.6% |
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