+19.1%
DASH vs VFC
-28.1%
+47.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.4% | -7.0% | -5.4% |
| 7D | -10.6% | -1.6% | -9.0% | -10.1% |
| 30D | +2.2% | -11.6% | +13.8% | +6.3% |
| 3M | +32.3% | -18.1% | +50.4% | +38.9% |
| 6M | +19.1% | -27.4% | +46.5% | +30.7% |
| All | +19.1% | -28.1% | +47.2% | +30.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling