+6.7%
DBX vs FND
-61.9%
+68.5%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -1.8% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | -2.9% | -23.6% | +20.7% | +3.6% |
| 3M | +23.8% | +4.3% | +19.5% | +21.3% |
| 6M | +26.2% | -20.3% | +46.5% | +31.5% |
| YTD | +21.6% | -21.3% | +42.9% | +26.3% |
| 1Y | +11.4% | -45.4% | +56.8% | +27.7% |
| 3Y | +21.3% | -48.9% | +70.1% | +32.6% |
| 5Y | +6.7% | -61.0% | +67.7% | +29.3% |
| All | +6.7% | -61.9% | +68.5% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling