+142.9%
FITB vs DBX
+15.6%
+127.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.1% | +1.1% |
| 7D | +2.8% | -3.3% | +6.0% | +3.5% |
| 30D | +9.8% | -5.9% | +15.7% | +11.3% |
| 3M | -5.2% | -6.7% | +1.5% | -3.9% |
| 6M | +17.3% | +28.0% | -10.7% | +8.5% |
| YTD | +19.3% | +20.6% | -1.3% | +11.2% |
| 1Y | +32.7% | +10.3% | +22.4% | +26.5% |
| 3Y | +141.6% | +24.0% | +117.5% | +115.9% |
| 5Y | +48.9% | +24.2% | +24.6% | +29.9% |
| All | +142.9% | +15.6% | +127.3% | +82.8% |
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