-1.9%
DASH vs VG
-51.4%
+49.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.0% | -5.4% | -9.3% |
| 7D | +0.5% | -22.0% | +22.5% | +1.2% |
| 30D | -7.1% | -14.7% | +7.7% | -6.8% |
| 3M | -13.2% | -7.1% | -6.1% | -13.4% |
| 6M | +8.3% | -11.2% | +19.5% | +7.4% |
| YTD | -20.6% | +69.8% | -90.4% | -29.0% |
| 1Y | -24.4% | +49.9% | -74.3% | -31.6% |
| All | -1.9% | -51.4% | +49.6% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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