+15.5%
DASH vs VG
-39.3%
+54.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.6% |
| 7D | -10.6% | +1.7% | -12.3% | -10.6% |
| 30D | +2.2% | +16.0% | -13.9% | +1.3% |
| 3M | +32.3% | +9.7% | +22.5% | +30.9% |
| 6M | +19.1% | +29.6% | -10.5% | +13.6% |
| YTD | -6.5% | +112.0% | -118.5% | -17.0% |
| 1Y | -14.9% | +12.8% | -27.7% | -18.4% |
| All | +15.5% | -39.3% | +54.8% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling