+21.5%
DBX vs FND
-7.3%
+28.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.5% |
| 7D | +0.3% | -0.8% | +1.0% | +0.4% |
| 30D | 0.0% | -19.6% | +19.6% | +5.4% |
| 3M | +26.1% | -4.3% | +30.4% | +26.4% |
| 6M | +29.4% | -20.4% | +49.8% | +34.6% |
| YTD | +24.4% | -21.9% | +46.3% | +29.2% |
| 1Y | +10.9% | -45.2% | +56.1% | +25.7% |
| 3Y | +24.1% | -49.2% | +73.3% | +36.6% |
| 5Y | +7.8% | -61.8% | +69.6% | +22.2% |
| All | +21.5% | -7.3% | +28.7% | -2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling