+7.4%
DASH vs EFV
+96.9%
-89.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.5% |
| 7D | -10.6% | +1.5% | -12.1% | -12.1% |
| 30D | +2.2% | +1.7% | +0.4% | +0.2% |
| 3M | +32.3% | +8.6% | +23.6% | +20.3% |
| 6M | +19.1% | +11.7% | +7.4% | +4.3% |
| YTD | -6.5% | +19.3% | -25.8% | -24.8% |
| 1Y | -14.9% | +30.2% | -45.1% | -38.7% |
| 3Y | +151.9% | +91.6% | +60.4% | +4.8% |
| All | +7.4% | +96.9% | -89.5% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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