+23.1%
DBX vs FND
-8.7%
+31.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.7% |
| 7D | -1.8% | -5.1% | +3.3% | -0.6% |
| 30D | +2.8% | -22.5% | +25.4% | +9.4% |
| 3M | +26.8% | -5.0% | +31.8% | +27.2% |
| 6M | +32.8% | -21.5% | +54.3% | +38.6% |
| YTD | +26.1% | -23.0% | +49.1% | +31.4% |
| 1Y | +14.1% | -44.9% | +59.0% | +29.2% |
| 3Y | +25.7% | -50.0% | +75.7% | +38.9% |
| 5Y | +11.2% | -63.3% | +74.5% | +27.4% |
| All | +23.1% | -8.7% | +31.7% | -0.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling