-71.6%
FLNC vs DBX
+18.0%
-89.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +1.4% |
| 7D | -4.1% | +2.1% | -6.2% | -5.9% |
| 30D | -24.8% | +5.7% | -30.5% | -28.7% |
| 3M | -59.1% | +31.8% | -90.9% | -68.5% |
| 6M | -42.0% | +37.5% | -79.4% | -56.9% |
| YTD | -49.8% | +27.9% | -77.7% | -60.7% |
| 1Y | +43.1% | +15.0% | +28.0% | +21.3% |
| 3Y | -61.0% | +27.2% | -88.1% | -72.8% |
| All | -71.6% | +18.0% | -89.7% | -82.5% |
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 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