+21.5%
DBX vs FDS
+47.2%
-25.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.4% | +5.7% | +3.9% |
| 7D | +0.3% | -8.8% | +9.0% | +4.6% |
| 30D | 0.0% | -1.4% | +1.4% | +0.6% |
| 3M | +26.1% | +13.9% | +12.2% | +17.9% |
| 6M | +29.4% | +27.4% | +2.0% | +14.1% |
| YTD | +24.4% | -2.5% | +26.9% | +23.3% |
| 1Y | +10.9% | -23.8% | +34.7% | +22.6% |
| 3Y | +24.1% | -32.5% | +56.6% | +43.7% |
| 5Y | +7.8% | -23.2% | +30.9% | +15.2% |
| All | +21.5% | +47.2% | -25.8% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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