-17.2%
DASH vs VFC
+52.5%
-69.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.4% | +3.9% | +6.8% |
| 7D | +17.2% | +21.5% | -4.3% | +9.9% |
| 30D | +3.6% | +46.7% | -43.1% | -8.3% |
| 3M | -1.9% | +38.4% | -40.3% | -11.7% |
| 6M | +15.1% | +15.2% | -0.1% | +8.7% |
| YTD | -12.3% | +17.8% | -30.1% | -16.4% |
| 1Y | -17.2% | +55.6% | -72.8% | -28.6% |
| All | -17.2% | +52.5% | -69.7% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling