+1,072.7%
FTI vs DBX
+8.4%
+1,064.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.1% |
| 7D | -5.6% | -1.8% | -3.8% | -5.3% |
| 30D | +0.4% | +2.8% | -2.4% | -0.3% |
| 3M | +8.1% | +26.8% | -18.6% | +2.5% |
| 6M | +16.7% | +32.8% | -16.1% | +8.7% |
| YTD | +70.0% | +26.1% | +43.9% | +60.1% |
| 1Y | +85.4% | +14.1% | +71.3% | +78.6% |
| 3Y | +265.9% | +25.7% | +240.2% | +234.3% |
| 5Y | +1,072.7% | +11.2% | +1,061.6% | +948.6% |
| All | +1,072.7% | +8.4% | +1,064.3% | +948.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling