+11.7%
DASH vs EFV
+124.2%
-112.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.5% |
| 7D | -10.6% | +1.5% | -12.1% | -12.0% |
| 30D | +2.2% | +1.7% | +0.4% | +0.3% |
| 3M | +32.3% | +8.6% | +23.6% | +20.9% |
| 6M | +19.1% | +11.7% | +7.4% | +5.0% |
| YTD | -6.5% | +19.3% | -25.8% | -23.9% |
| 1Y | -14.9% | +30.2% | -45.1% | -37.6% |
| 3Y | +151.9% | +91.6% | +60.4% | +11.5% |
| 5Y | +9.4% | +96.4% | -86.9% | -55.7% |
| All | +11.7% | +124.2% | -112.5% | -54.2% |
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