-29.3%
DASH vs EFV
+93.2%
-122.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -1.1% |
| 7D | -4.5% | +2.5% | -7.1% | -7.4% |
| 30D | -6.8% | +2.9% | -9.7% | -9.6% |
| 3M | -20.7% | -1.4% | -19.3% | -19.2% |
| 6M | +15.1% | +5.5% | +9.5% | +8.2% |
| YTD | -24.3% | +16.1% | -40.3% | -37.2% |
| 1Y | -12.1% | +20.3% | -32.4% | -30.4% |
| 3Y | +91.1% | +90.4% | +0.6% | -22.7% |
| All | -29.3% | +93.2% | -122.6% | -74.0% |
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