+165.3%
VTR vs DBX
+22.6%
+142.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.7% |
| 7D | -0.3% | +2.1% | -2.4% | -0.7% |
| 30D | +1.1% | +5.7% | -4.6% | +0.1% |
| 3M | +7.9% | +31.8% | -23.9% | +2.9% |
| 6M | +6.2% | +37.5% | -31.3% | 0.0% |
| YTD | +17.7% | +27.9% | -10.2% | +12.1% |
| 1Y | +32.9% | +15.0% | +17.9% | +28.6% |
| 3Y | +129.7% | +27.2% | +102.5% | +113.7% |
| 5Y | +89.3% | +12.8% | +76.5% | +75.9% |
| All | +165.3% | +22.6% | +142.7% | +112.3% |
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