+4.7%
FAST vs DBX
+13.3%
-8.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.5% |
| 7D | +1.3% | -1.3% | +2.6% | +1.3% |
| 30D | -4.7% | -2.9% | -1.9% | -4.7% |
| 3M | +7.9% | +23.8% | -15.9% | +8.8% |
| 6M | +7.4% | +26.2% | -18.8% | +10.6% |
| YTD | +25.1% | +21.6% | +3.5% | +28.3% |
| 1Y | +4.7% | +11.4% | -6.7% | +8.3% |
| All | +4.7% | +13.3% | -8.6% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling