-97.6%
FCEL vs DBX
+20.9%
-118.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.3% | -7.2% | -6.5% |
| 7D | +6.3% | -1.8% | +8.1% | +6.7% |
| 30D | -18.8% | +2.8% | -21.6% | -20.7% |
| 3M | -3.8% | +26.8% | -30.6% | -15.9% |
| 6M | +121.1% | +32.8% | +88.4% | +84.8% |
| YTD | +113.3% | +26.1% | +87.2% | +81.7% |
| 1Y | +173.5% | +14.1% | +159.4% | +141.6% |
| 3Y | -63.9% | +25.7% | -89.6% | -71.4% |
| 5Y | -90.7% | +11.2% | -101.9% | -92.2% |
| All | -97.6% | +20.9% | -118.4% | -98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling