+57.5%
VT vs DBX
+24.0%
+33.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | +2.4% | -3.3% | +5.6% | +3.0% |
| 30D | -1.5% | -5.9% | +4.4% | -0.3% |
| 3M | -4.1% | -6.7% | +2.6% | -3.1% |
| 6M | +0.6% | +28.0% | -27.4% | -6.3% |
| YTD | +11.0% | +20.6% | -9.6% | +4.3% |
| 1Y | +13.3% | +10.3% | +3.1% | +9.1% |
| 3Y | +73.4% | +24.0% | +49.3% | +53.9% |
| All | +57.5% | +24.0% | +33.5% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling