-23.6%
FPS vs DBX
+33.3%
-57.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +1.1% | -10.9% | -9.3% |
| 7D | +21.6% | -6.3% | +27.9% | +18.0% |
| 30D | -38.8% | -5.9% | -32.9% | -40.1% |
| 3M | -42.1% | -0.4% | -41.8% | -41.6% |
| 6M | -48.5% | +29.8% | -78.3% | -42.6% |
| All | -23.6% | +33.3% | -57.0% | -14.1% |
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