+358.4%
FAST vs DBX
+20.1%
+338.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.2% |
| 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% | +0.1% |
| 6M | +8.0% | +33.1% | -25.1% | +0.6% |
| YTD | +25.6% | +25.3% | +0.3% | +18.5% |
| 1Y | +0.8% | +18.3% | -17.5% | -4.1% |
| 3Y | +86.1% | +25.0% | +61.1% | +70.8% |
| 5Y | +100.2% | +7.5% | +92.7% | +85.4% |
| All | +358.4% | +20.1% | +338.3% | +270.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling