+54.6%
FTI vs DBX
+22.5%
+32.0%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.3% | -6.6% | -2.9% |
| 7D | -9.7% | -1.1% | -8.5% | -9.8% |
| 30D | -8.2% | +5.0% | -13.2% | -7.6% |
| 3M | -7.8% | +4.6% | -12.4% | -7.1% |
| 6M | -13.4% | +43.9% | -57.4% | -8.8% |
| YTD | +45.1% | +29.9% | +15.2% | +51.9% |
| 1Y | +54.6% | +24.6% | +30.0% | +62.5% |
| All | +54.6% | +22.5% | +32.0% | +62.5% |
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