+277.7%
FTI vs DBX
+22.6%
+255.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.4% | +0.6% |
| 7D | -4.4% | +2.1% | -6.5% | -4.9% |
| 30D | +1.5% | +5.7% | -4.3% | -0.2% |
| 3M | +8.2% | +31.8% | -23.6% | -0.1% |
| 6M | +18.8% | +37.5% | -18.6% | +7.2% |
| YTD | +71.7% | +27.9% | +43.8% | +57.7% |
| 1Y | +90.0% | +15.0% | +75.0% | +79.2% |
| 3Y | +270.5% | +27.2% | +243.3% | +231.0% |
| 5Y | +1,084.5% | +12.8% | +1,071.8% | +966.9% |
| All | +277.7% | +22.6% | +255.1% | +174.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling