+18.3%
DBX vs FND
-36.4%
+54.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.2% | -2.6% |
| 7D | -2.4% | -5.2% | +2.8% | -2.0% |
| 30D | -0.5% | -19.9% | +19.4% | +1.3% |
| 3M | +28.1% | +2.7% | +25.3% | +28.0% |
| 6M | +33.1% | -21.7% | +54.8% | +37.0% |
| YTD | +25.3% | -17.5% | +42.8% | +28.3% |
| 1Y | +18.3% | -39.3% | +57.6% | +28.6% |
| All | +18.3% | -36.4% | +54.7% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling