-5.2%
DASH vs VMC
+105.4%
-110.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.5% |
| 7D | +0.4% | +0.5% | -0.1% | +0.5% |
| 30D | -6.0% | +15.8% | -21.9% | -13.9% |
| 3M | -15.8% | +0.6% | -16.3% | -15.9% |
| 6M | +7.0% | -4.0% | +11.0% | +9.3% |
| YTD | -20.7% | -0.3% | -20.4% | -23.0% |
| 1Y | -8.5% | -0.5% | -8.0% | -11.4% |
| 3Y | +101.8% | +39.6% | +62.2% | +46.2% |
| 5Y | -9.6% | +50.1% | -59.6% | -41.9% |
| All | -5.2% | +105.4% | -110.6% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling