+24.9%
DBX vs FTV
-2.5%
+27.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -2.2% |
| 7D | -2.4% | -4.5% | +2.1% | -1.1% |
| 30D | -0.5% | -7.1% | +6.6% | +1.6% |
| 3M | +28.1% | -7.2% | +35.2% | +30.3% |
| 6M | +33.1% | -1.5% | +34.6% | +32.4% |
| YTD | +25.3% | +3.5% | +21.8% | +21.9% |
| 1Y | +18.3% | +20.3% | -2.0% | +7.9% |
| All | +24.9% | -2.5% | +27.4% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling