+13.8%
DBX vs FDS
+71.9%
-58.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.4% |
| 7D | -7.3% | -2.0% | -5.3% | -6.4% |
| 30D | -5.7% | +13.5% | -19.2% | -11.3% |
| 3M | -6.3% | +15.2% | -21.5% | -12.8% |
| 6M | +12.1% | +47.0% | -34.9% | -7.7% |
| YTD | +16.5% | +13.9% | +2.7% | +6.8% |
| 1Y | +6.1% | +25.2% | -19.1% | -7.6% |
| 3Y | +21.8% | -25.3% | +47.1% | +34.2% |
| 5Y | +19.1% | -23.3% | +42.4% | +27.5% |
| All | +13.8% | +71.9% | -58.2% | -26.2% |
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