-46.8%
VTRS vs DBX
+22.6%
-69.4%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.5% |
| 7D | -2.2% | +2.1% | -4.3% | -2.6% |
| 30D | +3.3% | +5.7% | -2.4% | +2.1% |
| 3M | +2.0% | +31.8% | -29.8% | -3.5% |
| 6M | +19.9% | +37.5% | -17.5% | +11.9% |
| YTD | +35.7% | +27.9% | +7.8% | +28.2% |
| 1Y | +68.1% | +15.0% | +53.1% | +61.7% |
| 3Y | +87.1% | +27.2% | +59.9% | +71.9% |
| 5Y | +47.6% | +12.8% | +34.9% | +35.8% |
| All | -46.8% | +22.6% | -69.4% | -59.0% |
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