+49.0%
FE vs DBX
+7.0%
+42.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | -0.5% |
| 7D | +1.9% | -2.4% | +4.4% | +2.0% |
| 30D | -1.2% | -0.5% | -0.7% | -1.2% |
| 3M | +3.5% | +28.1% | -24.6% | +2.5% |
| 6M | -6.1% | +33.1% | -39.2% | -7.1% |
| YTD | +7.6% | +25.3% | -17.7% | +6.7% |
| 1Y | +11.9% | +18.3% | -6.4% | +11.2% |
| 3Y | +48.4% | +25.0% | +23.4% | +45.2% |
| All | +49.0% | +7.0% | +42.0% | +41.6% |
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 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