+289.3%
FN vs DBX
+7.0%
+282.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.6% | +3.7% |
| 7D | -1.7% | -2.4% | +0.8% | -1.2% |
| 30D | -22.0% | -0.5% | -21.5% | -22.2% |
| 3M | -43.0% | +28.1% | -71.1% | -47.1% |
| 6M | -27.7% | +33.1% | -60.8% | -34.9% |
| YTD | -10.5% | +25.3% | -35.8% | -17.8% |
| 1Y | +12.5% | +18.3% | -5.9% | +4.5% |
| 3Y | +153.8% | +25.0% | +128.8% | +121.1% |
| All | +289.3% | +7.0% | +282.3% | +214.7% |
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 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