+96.5%
FE vs DBX
+19.5%
+77.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | -0.2% |
| 7D | 0.0% | -4.4% | +4.3% | +0.4% |
| 30D | +5.2% | +4.8% | +0.4% | +4.7% |
| 3M | 0.0% | +0.3% | -0.4% | -0.2% |
| 6M | +5.0% | +40.4% | -35.3% | +1.2% |
| YTD | +7.9% | +24.7% | -16.8% | +5.0% |
| 1Y | +6.3% | +20.9% | -14.6% | +3.8% |
| 3Y | +46.0% | +34.5% | +11.5% | +38.4% |
| 5Y | +45.6% | +24.6% | +21.0% | +37.6% |
| All | +96.5% | +19.5% | +77.0% | +70.5% |
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