+73.9%
VZ vs DBX
+16.6%
+57.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.5% | +0.7% |
| 7D | +0.2% | -1.3% | +1.5% | +0.3% |
| 30D | +7.1% | -2.9% | +10.0% | +7.2% |
| 3M | +12.8% | +23.8% | -11.0% | +11.7% |
| 6M | +1.8% | +26.2% | -24.4% | +0.6% |
| YTD | +30.0% | +21.6% | +8.4% | +28.6% |
| 1Y | +24.3% | +11.4% | +12.9% | +23.4% |
| 3Y | +84.3% | +21.3% | +63.0% | +81.0% |
| 5Y | +25.9% | +6.7% | +19.3% | +23.5% |
| All | +73.9% | +16.6% | +57.3% | +60.0% |
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 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