+138.8%
XLV vs DBX
+22.6%
+116.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.4% |
| 7D | -3.6% | +2.1% | -5.6% | -3.9% |
| 30D | -1.8% | +5.7% | -7.6% | -2.7% |
| 3M | +7.8% | +31.8% | -24.0% | +3.2% |
| 6M | +9.1% | +37.5% | -28.3% | +3.2% |
| YTD | +7.7% | +27.9% | -20.2% | +3.0% |
| 1Y | +20.4% | +15.0% | +5.4% | +16.8% |
| 3Y | +30.8% | +27.2% | +3.6% | +22.3% |
| 5Y | +34.6% | +12.8% | +21.9% | +26.0% |
| All | +138.8% | +22.6% | +116.2% | +98.2% |
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