+61.3%
VZ vs DBX
+12.3%
+49.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.8% | +1.1% |
| 7D | +2.2% | -8.6% | +10.8% | +2.7% |
| 30D | +10.6% | -5.2% | +15.8% | +10.8% |
| 3M | -0.6% | -6.4% | +5.8% | -0.4% |
| 6M | +0.7% | +12.7% | -12.0% | +0.1% |
| YTD | +20.6% | +17.2% | +3.4% | +19.5% |
| 1Y | +22.7% | +5.5% | +17.2% | +22.2% |
| 3Y | +57.2% | +24.1% | +33.1% | +54.1% |
| 5Y | +21.4% | +14.2% | +7.2% | +18.6% |
| All | +61.3% | +12.3% | +49.0% | +48.7% |
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