+140.6%
FITB vs DBX
+20.9%
+119.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.1% |
| 7D | -1.0% | -1.8% | +0.8% | -0.5% |
| 30D | -5.5% | +2.8% | -8.3% | -6.4% |
| 3M | +4.1% | +26.8% | -22.6% | -2.8% |
| 6M | +18.7% | +32.8% | -14.0% | +8.4% |
| YTD | +18.2% | +26.1% | -7.9% | +9.3% |
| 1Y | +23.7% | +14.1% | +9.5% | +17.1% |
| 3Y | +130.8% | +25.7% | +105.0% | +106.5% |
| 5Y | +69.8% | +11.2% | +58.6% | +52.5% |
| All | +140.6% | +20.9% | +119.7% | +79.7% |
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