+5.8%
DASH vs VEA
+87.2%
-81.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -4.8% |
| 7D | -11.2% | +1.9% | -13.0% | -13.4% |
| 30D | -7.3% | +0.8% | -8.1% | -8.4% |
| 3M | +31.4% | +5.7% | +25.8% | +21.1% |
| 6M | +11.9% | +13.3% | -1.4% | -8.3% |
| YTD | -11.5% | +18.4% | -29.9% | -32.7% |
| 1Y | -20.0% | +27.0% | -47.0% | -45.4% |
| 3Y | +143.9% | +79.3% | +64.7% | -7.6% |
| 5Y | -0.2% | +62.1% | -62.4% | -55.8% |
| All | +5.8% | +87.2% | -81.5% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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