-80.5%
FCUV vs DBX
+20.4%
-100.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -2.4% | -11.2% | -11.4% |
| 7D | +62.8% | -2.4% | +65.3% | +67.6% |
| 30D | +66.5% | -0.5% | +67.0% | +67.4% |
| 3M | +459.9% | +28.1% | +431.9% | +370.8% |
| 6M | -12.4% | +33.1% | -45.5% | -25.2% |
| YTD | -47.5% | +25.3% | -72.8% | -56.5% |
| 1Y | -80.5% | +18.3% | -98.9% | -83.1% |
| All | -80.5% | +20.4% | -100.9% | -83.1% |
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