-29.3%
DASH vs VFC
-68.3%
+39.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.9% | -1.6% |
| 7D | -4.5% | +1.6% | -6.2% | -5.0% |
| 30D | -6.8% | +25.5% | -32.3% | -12.5% |
| 3M | -20.7% | +41.3% | -62.0% | -28.3% |
| 6M | +15.1% | +22.2% | -7.2% | +7.5% |
| YTD | -24.3% | +16.4% | -40.7% | -28.4% |
| 1Y | -12.1% | +38.4% | -50.6% | -21.3% |
| 3Y | +91.1% | +56.2% | +34.8% | +38.4% |
| All | -29.3% | -68.3% | +39.0% | +36.4% |
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