-11.3%
DASH vs VCLT
-2.7%
-8.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | -4.8% | +1.2% | -6.0% | -5.9% |
| 30D | -7.9% | +3.4% | -11.3% | -10.8% |
| 3M | -16.3% | -0.9% | -15.5% | -15.8% |
| 6M | +10.4% | -3.1% | +13.5% | +12.5% |
| YTD | -20.1% | -2.4% | -17.7% | -19.2% |
| All | -11.3% | -2.7% | -8.6% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling