-21.7%
FN vs DBX
+4.4%
-26.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -6.0% | +17.9% | +8.4% |
| 7D | +16.3% | -8.6% | +24.9% | +11.5% |
| 30D | -24.7% | -5.2% | -19.6% | -26.4% |
| 3M | -34.9% | -6.4% | -28.5% | -36.1% |
| 6M | -41.1% | +12.7% | -53.8% | -35.2% |
| YTD | -19.6% | +17.2% | -36.8% | -11.4% |
| All | -21.7% | +4.4% | -26.1% | -12.2% |
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 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