+7.4%
DASH vs VEA
+61.3%
-53.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.1% | -5.2% |
| 7D | -10.6% | +1.0% | -11.5% | -11.8% |
| 30D | +2.2% | +1.9% | +0.2% | -0.7% |
| 3M | +32.3% | +3.2% | +29.1% | +25.6% |
| 6M | +19.1% | +10.2% | +8.9% | +1.3% |
| YTD | -6.5% | +18.9% | -25.4% | -29.7% |
| 1Y | -14.9% | +29.3% | -44.2% | -44.0% |
| 3Y | +151.9% | +76.8% | +75.2% | -5.4% |
| All | +7.4% | +61.3% | -53.9% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling