-10.6%
FLUT vs DBX
+22.6%
-33.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.5% | +1.6% |
| 7D | +0.4% | +2.1% | -1.6% | 0.0% |
| 30D | +2.5% | +5.7% | -3.2% | +1.3% |
| 3M | -9.2% | +31.8% | -41.0% | -14.0% |
| 6M | -8.2% | +37.5% | -45.7% | -13.9% |
| YTD | -53.2% | +27.9% | -81.2% | -55.6% |
| 1Y | -65.6% | +15.0% | -80.6% | -66.8% |
| 3Y | -43.6% | +27.2% | -70.8% | -47.0% |
| 5Y | -50.3% | +12.8% | -63.1% | -54.2% |
| All | -10.6% | +22.6% | -33.3% | -17.5% |
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 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