+130.9%
DASH vs VLTO
+54.1%
+76.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.4% | -9.0% | -9.2% |
| 7D | +0.5% | +12.0% | -11.5% | -6.1% |
| 30D | -7.1% | +20.8% | -27.9% | -17.1% |
| 3M | -13.2% | +20.1% | -33.3% | -22.2% |
| 6M | +8.3% | +32.6% | -24.3% | -8.7% |
| YTD | -20.6% | +17.3% | -37.9% | -28.1% |
| 1Y | -24.4% | +17.3% | -41.7% | -31.5% |
| 3Y | +94.5% | +66.9% | +27.6% | +34.3% |
| All | +130.9% | +54.1% | +76.7% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling