+1,152.0%
FN vs DBX
+20.1%
+1,131.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.6% | +3.8% |
| 7D | -1.7% | -2.4% | +0.8% | -1.1% |
| 30D | -22.0% | -0.5% | -21.5% | -22.2% |
| 3M | -43.0% | +28.1% | -71.1% | -47.2% |
| 6M | -27.7% | +33.1% | -60.8% | -35.0% |
| YTD | -10.5% | +25.3% | -35.8% | -18.2% |
| 1Y | +12.5% | +18.3% | -5.9% | +3.8% |
| 3Y | +153.8% | +25.0% | +128.8% | +124.9% |
| 5Y | +288.0% | +7.5% | +280.5% | +248.7% |
| All | +1,152.0% | +20.1% | +1,131.9% | +858.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling