-5.9%
DASH vs EWT
+168.4%
-174.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -0.7% |
| 7D | -2.8% | -3.7% | +0.9% | -0.4% |
| 30D | -9.3% | -17.2% | +7.9% | +3.9% |
| 3M | -15.1% | -7.3% | -7.7% | -11.8% |
| 6M | +8.7% | -1.5% | +10.2% | +2.7% |
| YTD | -21.3% | +49.0% | -70.3% | -52.0% |
| 1Y | -12.7% | +50.6% | -63.3% | -47.4% |
| 3Y | +103.8% | +148.9% | -45.1% | -37.3% |
| 5Y | -16.8% | +116.1% | -132.9% | -68.6% |
| All | -5.9% | +168.4% | -174.3% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 10y: compounded portfolio wealth divided by compounded EWT 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…
10y analysis · Full analysis span regression · 6 months rolling