-5.9%
DASH vs VNQ
+42.8%
-48.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.3% |
| 7D | -2.8% | +2.2% | -4.9% | -4.6% |
| 30D | -9.3% | +7.1% | -16.4% | -15.1% |
| 3M | -15.1% | +0.8% | -15.9% | -15.5% |
| 6M | +8.7% | +2.2% | +6.5% | +6.3% |
| YTD | -21.3% | +12.8% | -34.1% | -30.9% |
| 1Y | -12.7% | +11.7% | -24.4% | -22.6% |
| 3Y | +103.8% | +44.5% | +59.3% | +29.2% |
| 5Y | -16.8% | +7.6% | -24.4% | -24.2% |
| All | -5.9% | +42.8% | -48.7% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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