+907.9%
FN vs DBX
+15.6%
+892.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.1% | -7.4% | -7.3% |
| 7D | +0.3% | -3.3% | +3.5% | +0.8% |
| 30D | -16.5% | -5.9% | -10.7% | -15.8% |
| 3M | -42.1% | -6.7% | -35.4% | -41.9% |
| 6M | -52.9% | +28.0% | -80.9% | -57.1% |
| YTD | -28.0% | +20.6% | -48.6% | -34.3% |
| 1Y | -18.5% | +10.3% | -28.8% | -23.8% |
| 3Y | +93.9% | +24.0% | +69.8% | +69.9% |
| 5Y | +170.5% | +24.2% | +146.3% | +132.3% |
| All | +907.9% | +15.6% | +892.3% | +670.2% |
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