+103.8%
DASH vs VCLT
+14.6%
+89.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.8% |
| 7D | -2.8% | +0.2% | -3.0% | -2.9% |
| 30D | -9.3% | +2.3% | -11.6% | -10.5% |
| 3M | -15.1% | -1.1% | -14.0% | -14.5% |
| 6M | +8.7% | -4.2% | +12.9% | +11.4% |
| YTD | -21.3% | -3.4% | -17.9% | -19.7% |
| 1Y | -12.7% | -3.8% | -8.9% | -10.8% |
| 3Y | +103.8% | +14.7% | +89.1% | +91.2% |
| All | +103.8% | +14.6% | +89.2% | +91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling