-5.8%
DASH vs VFC
-67.1%
+61.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | 0.0% |
| 7D | -4.8% | +7.7% | -12.5% | -6.7% |
| 30D | -7.9% | +39.2% | -47.1% | -16.2% |
| 3M | -16.3% | +40.3% | -56.6% | -24.2% |
| 6M | +10.4% | +11.4% | -1.0% | +5.9% |
| YTD | -20.1% | +17.5% | -37.6% | -24.7% |
| 1Y | -11.4% | +45.9% | -57.3% | -21.9% |
| 3Y | +114.1% | +47.3% | +66.8% | +59.4% |
| 5Y | -5.8% | -67.2% | +61.4% | +92.4% |
| All | -5.8% | -67.1% | +61.4% | +92.4% |
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