+156.2%
VT vs DBX
+11.7%
+144.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -0.1% | -7.3% | +7.2% | +1.4% |
| 30D | -3.1% | -5.7% | +2.6% | -2.0% |
| 3M | -3.5% | -6.3% | +2.8% | -2.7% |
| 6M | +0.5% | +12.1% | -11.6% | -3.1% |
| YTD | +10.8% | +16.5% | -5.8% | +5.3% |
| 1Y | +11.9% | +6.1% | +5.8% | +8.6% |
| 3Y | +73.0% | +21.8% | +51.2% | +58.2% |
| 5Y | +58.6% | +19.1% | +39.5% | +42.9% |
| All | +156.2% | +11.7% | +144.5% | +108.3% |
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