-9.4%
DASH vs VFC
-67.9%
+58.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.9% | -6.5% | -8.6% |
| 7D | +0.5% | +10.9% | -10.3% | -2.3% |
| 30D | -7.1% | +40.6% | -47.7% | -15.6% |
| 3M | -13.2% | +34.4% | -47.6% | -20.4% |
| 6M | +8.3% | +12.3% | -4.0% | +3.7% |
| YTD | -20.6% | +14.4% | -34.9% | -24.5% |
| 1Y | -24.4% | +40.6% | -65.0% | -32.5% |
| 3Y | +94.5% | +40.1% | +54.4% | +47.7% |
| 5Y | -9.4% | -67.6% | +58.1% | +81.8% |
| All | -9.4% | -67.9% | +58.5% | +81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling