+90.1%
FAST vs DBX
+26.1%
+64.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.0% |
| 7D | -0.4% | -2.4% | +2.1% | -0.1% |
| 30D | -0.8% | -0.5% | -0.3% | -0.8% |
| 3M | +5.8% | +28.1% | -22.3% | +2.8% |
| 6M | +8.0% | +33.1% | -25.1% | +4.4% |
| YTD | +25.6% | +25.3% | +0.3% | +22.6% |
| 1Y | +0.8% | +18.3% | -17.5% | -0.9% |
| All | +90.1% | +26.1% | +64.0% | +76.2% |
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 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