+225.6%
FANG vs DBX
+11.7%
+213.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.5% |
| 7D | +2.9% | +2.1% | +0.8% | +2.5% |
| 30D | +2.6% | +5.7% | -3.1% | +1.4% |
| 3M | +7.6% | +31.8% | -24.2% | +1.5% |
| 6M | +17.3% | +37.5% | -20.1% | +8.9% |
| YTD | +38.7% | +27.9% | +10.8% | +30.7% |
| 1Y | +51.6% | +15.0% | +36.6% | +46.0% |
| 3Y | +50.0% | +27.2% | +22.8% | +36.8% |
| All | +225.6% | +11.7% | +213.9% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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