+206.7%
FN vs DBX
+20.7%
+186.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.3% | +3.5% | +5.4% |
| 7D | +8.0% | -8.1% | +16.2% | +9.6% |
| 30D | -19.1% | -4.9% | -14.2% | -18.8% |
| 3M | -29.8% | -2.7% | -27.1% | -30.5% |
| 6M | -43.2% | +25.2% | -68.4% | -48.1% |
| YTD | -18.9% | +19.3% | -38.2% | -25.9% |
| 1Y | -17.9% | +6.6% | -24.5% | -21.6% |
| 3Y | +120.1% | +24.6% | +95.5% | +85.3% |
| 5Y | +206.7% | +23.5% | +183.2% | +143.4% |
| All | +206.7% | +20.7% | +186.0% | +143.4% |
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