-25.9%
FPS vs DBX
+28.9%
-54.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -5.3% |
| 7D | -20.9% | -7.3% | -13.5% | -23.5% |
| 30D | -46.3% | -5.7% | -40.6% | -47.6% |
| 3M | -42.9% | -6.3% | -36.5% | -44.0% |
| 6M | -46.8% | +12.1% | -58.9% | -42.9% |
| All | -25.9% | +28.9% | -54.9% | -18.1% |
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 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