-50.6%
FLUT vs DBX
+8.9%
-59.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -2.2% |
| 7D | -2.6% | +0.3% | -2.9% | -2.8% |
| 30D | +5.4% | 0.0% | +5.4% | +5.0% |
| 3M | -10.8% | +26.1% | -36.9% | -18.4% |
| 6M | -9.2% | +29.4% | -38.6% | -18.1% |
| YTD | -53.8% | +24.4% | -78.2% | -57.8% |
| 1Y | -66.0% | +10.9% | -76.8% | -67.8% |
| 3Y | -44.7% | +24.1% | -68.7% | -51.7% |
| 5Y | -50.6% | +7.8% | -58.3% | -56.9% |
| All | -50.6% | +8.9% | -59.5% | -56.9% |
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