+1,373.7%
FTNT vs DBX
+22.6%
+1,351.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.2% | -2.4% |
| 7D | -0.1% | +2.1% | -2.2% | -1.2% |
| 30D | -3.0% | +5.7% | -8.7% | -5.6% |
| 3M | +7.6% | +31.8% | -24.2% | -6.1% |
| 6M | +87.0% | +37.5% | +49.5% | +58.7% |
| YTD | +96.5% | +27.9% | +68.6% | +72.5% |
| 1Y | +92.9% | +15.0% | +77.9% | +77.1% |
| 3Y | +139.8% | +27.2% | +112.7% | +102.8% |
| 5Y | +151.3% | +12.8% | +138.5% | +117.4% |
| All | +1,373.7% | +22.6% | +1,351.1% | +978.4% |
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