+4.1%
DASH vs VNQ
+38.4%
-34.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -0.6% |
| 7D | -12.8% | -0.9% | -11.9% | -12.0% |
| 30D | -6.0% | -2.2% | -3.8% | -3.8% |
| 3M | +26.7% | -1.9% | +28.6% | +29.0% |
| 6M | +11.7% | +3.2% | +8.5% | +7.7% |
| YTD | -12.9% | +9.4% | -22.3% | -21.3% |
| 1Y | -23.1% | +7.5% | -30.6% | -29.5% |
| 3Y | +140.0% | +31.1% | +109.0% | +70.5% |
| 5Y | -5.1% | +6.6% | -11.6% | -11.7% |
| All | +4.1% | +38.4% | -34.3% | -3.0% |
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