-43.9%
FLUT vs DBX
+21.2%
-65.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.4% |
| 7D | +3.8% | -1.3% | +5.1% | +4.2% |
| 30D | +6.3% | -2.9% | +9.2% | +7.0% |
| 3M | -4.0% | +23.8% | -27.9% | -10.4% |
| 6M | -10.3% | +26.2% | -36.5% | -16.9% |
| YTD | -53.2% | +21.6% | -74.8% | -56.3% |
| 1Y | -65.0% | +11.4% | -76.5% | -66.7% |
| 3Y | -43.9% | +21.3% | -65.2% | -47.7% |
| All | -43.9% | +21.2% | -65.1% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling