+11.7%
DASH vs VGT
+192.9%
-181.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -5.0% |
| 7D | -10.6% | +1.0% | -11.6% | -11.6% |
| 30D | +2.2% | +1.3% | +0.9% | +0.1% |
| 3M | +32.3% | -1.1% | +33.4% | +31.0% |
| 6M | +19.1% | +32.6% | -13.5% | -18.8% |
| YTD | -6.5% | +29.0% | -35.5% | -34.2% |
| 1Y | -14.9% | +39.7% | -54.6% | -46.0% |
| 3Y | +151.9% | +120.9% | +31.0% | -20.8% |
| 5Y | +9.4% | +133.6% | -124.1% | -66.9% |
| All | +11.7% | +192.9% | -181.2% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling