+188.2%
VRTX vs DBX
+24.0%
+164.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.6% | -3.3% | +1.7% | -1.1% |
| 30D | +8.0% | -5.9% | +13.9% | +8.9% |
| 3M | +4.3% | -6.7% | +11.0% | +5.1% |
| 6M | +18.9% | +28.0% | -9.1% | +14.0% |
| YTD | +18.8% | +20.6% | -1.8% | +14.5% |
| 1Y | +24.0% | +10.3% | +13.7% | +21.2% |
| 3Y | +42.1% | +24.0% | +18.1% | +32.5% |
| All | +188.2% | +24.0% | +164.2% | +148.7% |
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