-7.0%
DASH vs VCLT
-16.9%
+9.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +0.4% | +0.3% | +0.1% | +0.1% |
| 30D | -6.0% | +3.7% | -9.7% | -9.6% |
| 3M | -15.8% | -1.0% | -14.8% | -14.9% |
| 6M | +7.0% | -3.4% | +10.3% | +11.0% |
| YTD | -20.7% | -2.6% | -18.1% | -18.4% |
| 1Y | -8.5% | -3.3% | -5.3% | -5.4% |
| 3Y | +101.8% | +17.3% | +84.5% | +60.9% |
| All | -7.0% | -16.9% | +9.9% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling