+286.8%
VUG vs DBX
+15.6%
+271.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.6% |
| 7D | +4.4% | -6.3% | +10.7% | +6.2% |
| 30D | -7.3% | -5.9% | -1.5% | -5.9% |
| 3M | -4.2% | -0.4% | -3.9% | -4.8% |
| 6M | -1.6% | +29.8% | -31.4% | -10.4% |
| YTD | +4.9% | +20.5% | -15.7% | -3.1% |
| 1Y | +3.8% | +8.7% | -4.9% | -1.1% |
| 3Y | +79.4% | +25.9% | +53.5% | +57.9% |
| 5Y | +63.9% | +24.2% | +39.8% | +42.1% |
| All | +286.8% | +15.6% | +271.2% | +200.7% |
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