-8.5%
DASH vs VFC
+41.4%
-49.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | +0.4% | +11.2% | -10.8% | -2.8% |
| 30D | -6.0% | +41.5% | -47.6% | -15.2% |
| 3M | -15.8% | +38.9% | -54.7% | -23.6% |
| 6M | +7.0% | +6.1% | +0.8% | +4.3% |
| YTD | -20.7% | +14.5% | -35.2% | -22.3% |
| 1Y | -8.5% | +46.0% | -54.5% | -11.0% |
| All | -8.5% | +41.4% | -49.9% | -11.0% |
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