+160.3%
FN vs DBX
+26.1%
+134.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.6% | +3.3% |
| 7D | -1.7% | -2.4% | +0.8% | -1.5% |
| 30D | -22.0% | -0.5% | -21.5% | -22.0% |
| 3M | -43.0% | +28.1% | -71.1% | -44.6% |
| 6M | -27.7% | +33.1% | -60.8% | -30.9% |
| YTD | -10.5% | +25.3% | -35.8% | -13.0% |
| 1Y | +12.5% | +18.3% | -5.9% | +10.3% |
| All | +160.3% | +26.1% | +134.2% | +135.3% |
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