-5.9%
DASH vs VMC
+109.2%
-115.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.0% |
| 7D | -2.8% | +1.1% | -3.9% | -3.2% |
| 30D | -9.3% | +17.7% | -27.0% | -17.7% |
| 3M | -15.1% | +1.1% | -16.1% | -15.5% |
| 6M | +8.7% | +1.8% | +6.9% | +6.9% |
| YTD | -21.3% | +1.5% | -22.8% | -24.5% |
| 1Y | -12.7% | -1.1% | -11.5% | -14.9% |
| 3Y | +103.8% | +38.8% | +65.0% | +48.7% |
| 5Y | -16.8% | +49.6% | -66.4% | -46.9% |
| All | -5.9% | +109.2% | -115.1% | -46.3% |
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