+144.1%
FTNT vs DBX
+25.2%
+118.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.4% |
| 7D | +1.6% | -1.8% | +3.4% | +2.4% |
| 30D | -1.9% | +2.8% | -4.7% | -3.1% |
| 3M | +14.4% | +26.8% | -12.4% | +2.5% |
| 6M | +88.7% | +32.8% | +55.9% | +64.1% |
| YTD | +100.0% | +26.1% | +74.0% | +77.7% |
| 1Y | +99.9% | +14.1% | +85.7% | +84.6% |
| All | +144.1% | +25.2% | +118.9% | +92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling