+12.6%
DBX vs FTV
+18.2%
-5.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.4% |
| 7D | +0.3% | -1.3% | +1.5% | +0.3% |
| 30D | 0.0% | -9.5% | +9.5% | +0.5% |
| 3M | +26.1% | -10.9% | +37.0% | +26.4% |
| 6M | +29.4% | -0.6% | +30.0% | +28.3% |
| YTD | +24.4% | +1.4% | +23.0% | +23.2% |
| All | +12.6% | +18.2% | -5.5% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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