+44.4%
VRTX vs DBX
+25.2%
+19.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.3% |
| 7D | -0.4% | -8.1% | +7.8% | +0.3% |
| 30D | +7.9% | -4.9% | +12.8% | +8.3% |
| 3M | +3.3% | -2.7% | +6.0% | +3.4% |
| 6M | +25.7% | +25.2% | +0.5% | +22.9% |
| YTD | +20.7% | +19.3% | +1.4% | +18.2% |
| 1Y | +27.4% | +6.6% | +20.8% | +26.3% |
| All | +44.4% | +25.2% | +19.2% | +34.1% |
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