+11.3%
NEE vs DBX
+7.0%
+4.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.7% | -1.6% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | -1.7% | 0.0% | -1.7% | -1.7% |
| 3M | -1.8% | +26.1% | -27.9% | -3.7% |
| 6M | -8.8% | +29.4% | -38.2% | -11.0% |
| YTD | +5.2% | +24.4% | -19.2% | +3.1% |
| 1Y | +21.3% | +10.9% | +10.5% | +20.4% |
| 3Y | +35.2% | +24.1% | +11.1% | +28.6% |
| All | +11.3% | +7.0% | +4.3% | +0.3% |
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 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