+37.4%
FAST vs DBX
+8.4%
+29.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.2% | +1.2% |
| 7D | +4.3% | -8.1% | +12.4% | +4.1% |
| 30D | +8.3% | -4.9% | +13.2% | +8.2% |
| 3M | +6.5% | -2.7% | +9.2% | +6.5% |
| 6M | +29.5% | +25.2% | +4.3% | +31.2% |
| YTD | +41.3% | +19.3% | +22.0% | +46.7% |
| 1Y | +37.4% | +6.6% | +30.8% | +43.3% |
| All | +37.4% | +8.4% | +29.0% | +43.3% |
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