-99.8%
FCUV vs DBX
+10.1%
-110.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.9% | -0.5% |
| 7D | -72.0% | -1.8% | -70.1% | -70.5% |
| 30D | -8.0% | +2.8% | -10.8% | -6.2% |
| 3M | +66.3% | +26.8% | +39.5% | +47.2% |
| 6M | -75.3% | +32.8% | -108.1% | -78.8% |
| YTD | -83.0% | +26.1% | -109.0% | -84.9% |
| 1Y | -94.7% | +14.1% | -108.8% | -95.1% |
| 3Y | -99.3% | +25.7% | -125.0% | -99.4% |
| All | -99.8% | +10.1% | -110.0% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling