+171.7%
DASH vs VLTO
+27.2%
+144.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -3.7% |
| 7D | -10.6% | -2.3% | -8.3% | -9.3% |
| 30D | +2.2% | -0.9% | +3.0% | +2.7% |
| 3M | +32.3% | +13.8% | +18.5% | +22.2% |
| 6M | +19.1% | +2.0% | +17.1% | +17.5% |
| YTD | -6.5% | -3.2% | -3.3% | -5.1% |
| 1Y | -14.9% | -9.2% | -5.7% | -10.7% |
| All | +171.7% | +27.2% | +144.5% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling