+905.3%
FN vs DBX
+19.5%
+885.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -3.1% | +14.7% | +12.4% |
| 7D | 0.0% | -4.4% | +4.3% | +0.8% |
| 30D | -34.3% | +4.8% | -39.1% | -35.3% |
| 3M | -39.9% | +0.3% | -40.2% | -40.6% |
| 6M | -51.8% | +40.4% | -92.2% | -57.5% |
| YTD | -28.1% | +24.7% | -52.8% | -34.8% |
| 1Y | -29.1% | +20.9% | -50.0% | -35.4% |
| 3Y | +102.4% | +34.5% | +67.9% | +73.7% |
| 5Y | +171.7% | +24.6% | +147.0% | +133.7% |
| All | +905.3% | +19.5% | +885.8% | +663.8% |
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