-4.5%
DASH vs VEEV
+17.1%
-21.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.2% |
| 7D | -4.8% | -0.2% | -4.6% | -4.6% |
| 30D | -7.9% | +3.5% | -11.4% | -9.9% |
| 3M | -16.3% | +32.9% | -49.3% | -31.4% |
| 6M | +10.4% | +84.2% | -73.8% | -27.3% |
| YTD | -20.1% | +37.3% | -57.4% | -36.8% |
| 1Y | -11.4% | +3.9% | -15.3% | -16.8% |
| 3Y | +114.1% | +83.9% | +30.2% | +20.3% |
| 5Y | -5.8% | -4.3% | -1.5% | -16.9% |
| All | -4.5% | +17.1% | -21.6% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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