+356.3%
FAST vs DBX
+16.6%
+339.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.2% |
| 7D | +1.3% | -1.3% | +2.6% | +1.5% |
| 30D | -4.7% | -2.9% | -1.9% | -4.3% |
| 3M | +7.9% | +23.8% | -15.9% | +2.9% |
| 6M | +7.4% | +26.2% | -18.8% | +1.2% |
| YTD | +25.1% | +21.6% | +3.5% | +18.7% |
| 1Y | +4.7% | +11.4% | -6.7% | +1.0% |
| 3Y | +94.7% | +21.3% | +73.4% | +79.8% |
| 5Y | +106.8% | +6.7% | +100.1% | +91.7% |
| All | +356.3% | +16.6% | +339.8% | +271.2% |
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