+286.8%
FTI vs DBX
+16.6%
+270.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.4% |
| 7D | -0.2% | -1.3% | +1.1% | +0.1% |
| 30D | +12.3% | -2.9% | +15.2% | +12.9% |
| 3M | +13.8% | +23.8% | -10.1% | +6.7% |
| 6M | +24.3% | +26.2% | -1.9% | +14.8% |
| YTD | +75.8% | +21.6% | +54.2% | +63.6% |
| 1Y | +99.6% | +11.4% | +88.2% | +89.6% |
| 3Y | +278.4% | +21.3% | +257.2% | +242.3% |
| 5Y | +1,168.7% | +6.7% | +1,162.0% | +1,059.4% |
| All | +286.8% | +16.6% | +270.2% | +184.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling