+415.4%
FAST vs DBX
+14.3%
+401.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.2% | +0.7% |
| 7D | +4.3% | -8.1% | +12.4% | +6.0% |
| 30D | +8.3% | -4.9% | +13.2% | +9.2% |
| 3M | +6.5% | -2.7% | +9.2% | +6.5% |
| 6M | +29.5% | +25.2% | +4.3% | +22.5% |
| YTD | +41.3% | +19.3% | +22.0% | +34.1% |
| 1Y | +37.4% | +6.6% | +30.8% | +33.6% |
| 3Y | +98.5% | +24.6% | +73.9% | +81.5% |
| 5Y | +111.1% | +23.5% | +87.6% | +89.5% |
| All | +415.4% | +14.3% | +401.1% | +319.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling