+7.4%
DASH vs VIG
+63.1%
-55.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.2% | -3.8% |
| 7D | -10.6% | -0.4% | -10.1% | -9.9% |
| 30D | +2.2% | -1.0% | +3.1% | +3.9% |
| 3M | +32.3% | +2.8% | +29.5% | +26.3% |
| 6M | +19.1% | +8.2% | +10.9% | +3.9% |
| YTD | -6.5% | +11.0% | -17.5% | -22.1% |
| 1Y | -14.9% | +16.1% | -31.0% | -34.6% |
| 3Y | +151.9% | +56.2% | +95.8% | +9.3% |
| All | +7.4% | +63.1% | -55.7% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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