-22.6%
FPS vs DBX
+43.7%
-66.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.3% | -20.6% | -15.7% |
| 7D | -23.3% | -1.1% | -22.2% | -23.3% |
| 30D | -42.4% | +5.0% | -47.5% | -40.6% |
| 3M | -43.0% | +4.6% | -47.7% | -41.1% |
| 6M | -44.5% | +43.9% | -88.4% | -36.0% |
| All | -22.6% | +43.7% | -66.3% | -9.7% |
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