+153.0%
DASH vs VCLT
+12.9%
+140.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.7% |
| 7D | -10.6% | -0.5% | -10.1% | -10.2% |
| 30D | +2.2% | -0.9% | +3.0% | +2.8% |
| 3M | +32.3% | -3.2% | +35.5% | +35.3% |
| 6M | +19.1% | -3.8% | +22.9% | +22.3% |
| YTD | -6.5% | -2.0% | -4.5% | -5.2% |
| 1Y | -14.9% | -0.8% | -14.1% | -14.6% |
| All | +153.0% | +12.9% | +140.1% | +109.4% |
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