-5.2%
DASH vs VGT
+162.4%
-167.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -1.7% |
| 7D | +0.4% | -7.2% | +7.6% | +9.0% |
| 30D | -6.0% | -16.1% | +10.1% | +13.5% |
| 3M | -15.8% | -9.2% | -6.6% | -7.7% |
| 6M | +7.0% | -0.7% | +7.7% | +2.2% |
| YTD | -20.7% | +15.6% | -36.2% | -37.5% |
| 1Y | -8.5% | +14.4% | -22.9% | -27.3% |
| 3Y | +101.8% | +105.2% | -3.4% | -33.2% |
| 5Y | -9.6% | +100.0% | -109.6% | -67.6% |
| All | -5.2% | +162.4% | -167.6% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 10y: compounded portfolio wealth divided by compounded VGT 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…
10y analysis · Full analysis span regression · 6 months rolling