-29.3%
DASH vs VGT
+103.7%
-133.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +1.2% |
| 7D | -4.5% | +2.5% | -7.0% | -7.3% |
| 30D | -6.8% | -9.5% | +2.7% | +3.0% |
| 3M | -20.7% | -9.5% | -11.2% | -12.9% |
| 6M | +15.1% | -1.8% | +16.8% | +11.9% |
| YTD | -24.3% | +18.4% | -42.7% | -42.1% |
| 1Y | -12.1% | +18.7% | -30.9% | -33.2% |
| 3Y | +91.1% | +103.8% | -12.8% | -36.6% |
| All | -29.3% | +103.7% | -133.0% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling