+16.4%
DBX vs FTV
+45.3%
-28.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | -8.1% | -0.7% | -7.5% | -8.0% |
| 30D | -4.9% | +18.3% | -23.2% | -11.9% |
| 3M | -2.7% | +10.2% | -12.9% | -7.1% |
| 6M | +25.2% | +12.8% | +12.4% | +17.4% |
| YTD | +19.3% | +23.4% | -4.1% | +6.2% |
| 1Y | +6.6% | +31.4% | -24.8% | -8.2% |
| 3Y | +24.6% | +38.7% | -14.0% | +2.3% |
| 5Y | +23.5% | +18.6% | +4.9% | +7.2% |
| All | +16.4% | +45.3% | -28.8% | -12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling