+4.8%
DASH vs VCIT
+3.1%
+1.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.7% | +7.0% |
| 7D | +17.2% | +0.4% | +16.7% | +16.1% |
| 30D | +3.6% | +2.2% | +1.4% | -1.1% |
| 3M | -1.9% | -1.8% | 0.0% | +2.2% |
| 6M | +15.1% | -1.6% | +16.7% | +19.4% |
| YTD | -12.3% | -1.7% | -10.6% | -8.7% |
| 1Y | -17.2% | -0.8% | -16.4% | -15.7% |
| 3Y | +114.7% | +19.3% | +95.4% | +39.4% |
| 5Y | -4.3% | +3.5% | -7.8% | -10.2% |
| All | +4.8% | +3.1% | +1.7% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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