+172.9%
VRTX vs DBX
+8.4%
+164.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.5% |
| 7D | -7.8% | -1.8% | -6.0% | -7.5% |
| 30D | -2.8% | +2.8% | -5.7% | -3.3% |
| 3M | +18.1% | +26.8% | -8.7% | +13.7% |
| 6M | +3.1% | +32.8% | -29.7% | -2.0% |
| YTD | +13.5% | +26.1% | -12.6% | +8.8% |
| 1Y | +32.4% | +14.1% | +18.3% | +28.8% |
| 3Y | +50.0% | +25.7% | +24.3% | +39.9% |
| 5Y | +172.9% | +11.2% | +161.7% | +152.2% |
| All | +172.9% | +8.4% | +164.4% | +152.2% |
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