+17.7%
DBX vs FND
-4.9%
+22.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.4% | +2.1% |
| 7D | -6.3% | -5.1% | -1.2% | -5.2% |
| 30D | -5.9% | +9.2% | -15.1% | -8.3% |
| 3M | -0.4% | -17.7% | +17.3% | +3.8% |
| 6M | +29.8% | +2.5% | +27.4% | +26.6% |
| YTD | +20.5% | -19.8% | +40.3% | +23.6% |
| 1Y | +8.7% | -22.7% | +31.3% | +12.2% |
| 3Y | +25.9% | -38.3% | +64.2% | +30.6% |
| 5Y | +24.2% | -63.0% | +87.1% | +40.8% |
| All | +17.7% | -4.9% | +22.5% | -6.3% |
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