-63.2%
FLUT vs DBX
+22.5%
-85.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.6% | -3.5% |
| 7D | +4.2% | -1.1% | +5.3% | +4.5% |
| 30D | +8.0% | +5.0% | +3.0% | +5.9% |
| 3M | -22.1% | +4.6% | -26.7% | -24.0% |
| 6M | -21.7% | +43.9% | -65.6% | -32.6% |
| YTD | -62.0% | +29.9% | -91.8% | -66.6% |
| 1Y | -63.2% | +24.6% | -87.8% | -67.5% |
| All | -63.2% | +22.5% | -85.7% | -67.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling