+25.5%
VZ vs DBX
+7.0%
+18.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.8% |
| 7D | +0.1% | -2.4% | +2.5% | +0.2% |
| 30D | +7.9% | -0.5% | +8.4% | +7.9% |
| 3M | +13.6% | +28.1% | -14.4% | +12.6% |
| 6M | +1.1% | +33.1% | -32.0% | 0.0% |
| YTD | +29.3% | +25.3% | +4.0% | +28.2% |
| 1Y | +21.2% | +18.3% | +2.9% | +20.4% |
| 3Y | +75.9% | +25.0% | +50.9% | +72.7% |
| All | +25.5% | +7.0% | +18.5% | +19.7% |
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 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