-29.3%
DASH vs VIG
+64.4%
-93.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -4.5% | +3.5% | -8.0% | -10.3% |
| 30D | -6.8% | +4.9% | -11.7% | -14.0% |
| 3M | -20.7% | +2.5% | -23.2% | -23.7% |
| 6M | +15.1% | +11.0% | +4.0% | -3.6% |
| YTD | -24.3% | +16.0% | -40.2% | -41.3% |
| 1Y | -12.1% | +17.5% | -29.7% | -33.7% |
| 3Y | +91.1% | +67.0% | +24.1% | -27.6% |
| All | -29.3% | +64.4% | -93.8% | -72.6% |
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