+153.0%
DASH vs VMC
+21.0%
+132.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -5.0% |
| 7D | -10.6% | -4.3% | -6.2% | -8.9% |
| 30D | +2.2% | -8.2% | +10.4% | +5.8% |
| 3M | +32.3% | -7.0% | +39.3% | +36.0% |
| 6M | +19.1% | -10.8% | +29.9% | +24.0% |
| YTD | -6.5% | -7.4% | +0.9% | -6.1% |
| 1Y | -14.9% | -9.5% | -5.4% | -13.8% |
| All | +153.0% | +21.0% | +132.0% | +106.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling