+98.7%
FAST vs DBX
+26.6%
+72.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | +4.2% | -3.3% | +7.4% | +4.4% |
| 30D | +6.7% | -5.9% | +12.5% | +7.2% |
| 3M | +8.0% | -6.7% | +14.7% | +8.6% |
| 6M | +27.4% | +28.0% | -0.6% | +23.6% |
| YTD | +40.5% | +20.6% | +19.9% | +37.5% |
| 1Y | +38.4% | +10.3% | +28.1% | +37.4% |
| 3Y | +98.7% | +24.0% | +74.6% | +89.0% |
| All | +98.7% | +26.6% | +72.1% | +89.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling