+11.7%
DASH vs VMC
+90.8%
-79.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -5.2% |
| 7D | -10.6% | -4.3% | -6.2% | -8.1% |
| 30D | +2.2% | -8.2% | +10.4% | +7.5% |
| 3M | +32.3% | -7.0% | +39.3% | +37.5% |
| 6M | +19.1% | -10.8% | +29.9% | +26.2% |
| YTD | -6.5% | -7.4% | +0.9% | -5.3% |
| 1Y | -14.9% | -9.5% | -5.4% | -12.8% |
| 3Y | +151.9% | +20.5% | +131.5% | +101.6% |
| 5Y | +9.4% | +51.6% | -42.1% | -28.0% |
| All | +11.7% | +90.8% | -79.1% | -32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling