+166.7%
VT vs DBX
+20.1%
+146.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.5% |
| 7D | +0.4% | -2.4% | +2.9% | +1.0% |
| 30D | +1.0% | -0.5% | +1.5% | +0.9% |
| 3M | +2.4% | +28.1% | -25.7% | -3.5% |
| 6M | +12.0% | +33.1% | -21.1% | +3.9% |
| YTD | +15.3% | +25.3% | -9.9% | +8.4% |
| 1Y | +22.6% | +18.3% | +4.2% | +16.3% |
| 3Y | +74.7% | +25.0% | +49.7% | +59.7% |
| 5Y | +66.1% | +7.5% | +58.6% | +53.0% |
| All | +166.7% | +20.1% | +146.6% | +114.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling