+102.0%
FTI vs DBX
+20.4%
+81.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.6% |
| 7D | +5.3% | -2.4% | +7.7% | +5.0% |
| 30D | +15.3% | -0.5% | +15.8% | +15.3% |
| 3M | +15.8% | +28.1% | -12.3% | +19.6% |
| 6M | +22.6% | +33.1% | -10.5% | +27.7% |
| YTD | +79.5% | +25.3% | +54.3% | +86.2% |
| 1Y | +102.0% | +18.3% | +83.7% | +109.3% |
| All | +102.0% | +20.4% | +81.6% | +109.3% |
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