+8.1%
FPS vs DBX
+38.6%
-30.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +1.5% |
| 7D | +3.1% | -2.4% | +5.6% | +2.0% |
| 30D | -18.6% | -0.5% | -18.1% | -18.5% |
| 3M | -51.5% | +28.1% | -79.5% | -45.9% |
| 6M | -8.5% | +33.1% | -41.6% | +0.6% |
| All | +8.1% | +38.6% | -30.5% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling