+153.0%
DASH vs VFC
-28.0%
+181.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.4% | -7.0% | -5.1% |
| 7D | -10.6% | -1.6% | -9.0% | -10.3% |
| 30D | +2.2% | -11.6% | +13.8% | +4.5% |
| 3M | +32.3% | -18.1% | +50.4% | +36.7% |
| 6M | +19.1% | -27.4% | +46.5% | +25.6% |
| YTD | -6.5% | -24.8% | +18.3% | -1.9% |
| 1Y | -14.9% | -8.2% | -6.7% | -14.1% |
| All | +153.0% | -28.0% | +181.0% | +133.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling