-5.2%
DASH vs VCIT
+3.2%
-8.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | +0.1% |
| 7D | +0.4% | +0.1% | +0.3% | +0.1% |
| 30D | -6.0% | +1.9% | -8.0% | -9.8% |
| 3M | -15.8% | -1.4% | -14.3% | -13.1% |
| 6M | +7.0% | -2.1% | +9.1% | +12.2% |
| YTD | -20.7% | -1.6% | -19.0% | -17.6% |
| 1Y | -8.5% | -0.9% | -7.6% | -6.6% |
| 3Y | +101.8% | +20.0% | +81.8% | +29.1% |
| 5Y | -9.6% | +3.1% | -12.7% | -14.4% |
| All | -5.2% | +3.2% | -8.4% | -14.6% |
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