+8.7%
DBX vs FND
-23.4%
+32.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.4% | +1.4% |
| 7D | -6.3% | -5.1% | -1.2% | -5.9% |
| 30D | -5.9% | +9.2% | -15.1% | -6.7% |
| 3M | -0.4% | -17.7% | +17.3% | +0.7% |
| 6M | +29.8% | +2.5% | +27.4% | +29.6% |
| YTD | +20.5% | -19.8% | +40.3% | +24.3% |
| 1Y | +8.7% | -22.7% | +31.3% | +12.3% |
| All | +8.7% | -23.4% | +32.1% | +12.3% |
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 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