+76.0%
VUG vs DBX
+8.9%
+67.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -1.3% |
| 7D | +0.1% | +0.3% | -0.2% | -0.1% |
| 30D | -1.7% | 0.0% | -1.7% | -1.9% |
| 3M | +2.8% | +26.1% | -23.3% | -6.0% |
| 6M | +13.6% | +29.4% | -15.8% | +1.6% |
| YTD | +8.1% | +24.4% | -16.4% | -2.0% |
| 1Y | +13.1% | +10.9% | +2.2% | +6.8% |
| 3Y | +87.0% | +24.1% | +62.9% | +59.4% |
| 5Y | +76.0% | +7.8% | +68.2% | +45.0% |
| All | +76.0% | +8.9% | +67.1% | +45.0% |
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 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