+63.2%
VZ vs DBX
+14.3%
+48.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | +0.5% |
| 7D | +0.9% | -8.1% | +9.1% | +1.3% |
| 30D | +8.9% | -4.9% | +13.8% | +9.2% |
| 3M | +0.1% | -2.7% | +2.8% | +0.2% |
| 6M | +1.9% | +25.2% | -23.3% | +0.7% |
| YTD | +22.0% | +19.3% | +2.7% | +20.8% |
| 1Y | +22.1% | +6.6% | +15.5% | +21.5% |
| 3Y | +58.7% | +24.6% | +34.1% | +55.5% |
| 5Y | +22.3% | +23.5% | -1.2% | +19.1% |
| All | +63.2% | +14.3% | +48.9% | +50.3% |
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