-5.2%
DASH vs EFV
+112.8%
-118.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +1.4% |
| 7D | +0.4% | -0.7% | +1.0% | +1.5% |
| 30D | -6.0% | +0.9% | -6.9% | -6.6% |
| 3M | -15.8% | -3.6% | -12.2% | -12.0% |
| 6M | +7.0% | +2.5% | +4.4% | +4.2% |
| YTD | -20.7% | +13.2% | -33.9% | -31.4% |
| 1Y | -8.5% | +20.3% | -28.9% | -26.5% |
| 3Y | +101.8% | +84.9% | +16.9% | -7.5% |
| 5Y | -9.6% | +87.7% | -97.3% | -61.2% |
| All | -5.2% | +112.8% | -118.0% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling