-29.3%
DASH vs VMC
+42.8%
-72.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.2% |
| 7D | -4.5% | -1.3% | -3.3% | -3.7% |
| 30D | -6.8% | +15.5% | -22.3% | -15.5% |
| 3M | -20.7% | +0.6% | -21.3% | -20.9% |
| 6M | +15.1% | +2.1% | +13.0% | +12.4% |
| YTD | -24.3% | -1.6% | -22.7% | -26.5% |
| 1Y | -12.1% | -1.2% | -11.0% | -15.4% |
| 3Y | +91.1% | +35.3% | +55.7% | +27.7% |
| All | -29.3% | +42.8% | -72.2% | -60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling