-25.7%
FN vs DBX
+22.5%
-48.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.3% | -9.2% | -4.3% |
| 7D | -7.0% | -1.1% | -5.9% | -7.3% |
| 30D | -24.7% | +5.0% | -29.8% | -22.4% |
| 3M | -35.7% | +4.6% | -40.3% | -33.2% |
| 6M | -52.4% | +43.9% | -96.3% | -41.9% |
| YTD | -25.0% | +29.9% | -54.8% | -12.1% |
| 1Y | -25.7% | +24.6% | -50.3% | -13.7% |
| All | -25.7% | +22.5% | -48.2% | -13.7% |
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 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