+302.0%
VUG vs DBX
+20.1%
+281.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | +0.2% |
| 7D | -0.1% | -2.4% | +2.3% | +0.6% |
| 30D | -0.3% | -0.5% | +0.2% | -0.3% |
| 3M | -0.7% | +28.1% | -28.7% | -8.4% |
| 6M | +14.6% | +33.1% | -18.5% | +3.4% |
| YTD | +9.0% | +25.3% | -16.3% | +0.1% |
| 1Y | +14.9% | +18.3% | -3.5% | +6.9% |
| 3Y | +86.0% | +25.0% | +61.0% | +65.2% |
| 5Y | +76.7% | +7.5% | +69.2% | +59.1% |
| All | +302.0% | +20.1% | +281.9% | +210.8% |
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