+114.1%
DASH vs VMC
+41.4%
+72.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -0.4% |
| 7D | -4.8% | +0.1% | -4.9% | -4.6% |
| 30D | -7.9% | +18.3% | -26.3% | -13.8% |
| 3M | -16.3% | +1.9% | -18.2% | -16.9% |
| 6M | +10.4% | +2.4% | +8.0% | +9.0% |
| YTD | -20.1% | +2.1% | -22.2% | -22.8% |
| 1Y | -11.4% | +1.5% | -12.9% | -14.5% |
| 3Y | +114.1% | +41.5% | +72.6% | +69.8% |
| All | +114.1% | +41.4% | +72.7% | +69.8% |
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