-5.8%
DASH vs VNQ
+7.4%
-13.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | -1.1% |
| 7D | -4.8% | +2.4% | -7.1% | -6.9% |
| 30D | -7.9% | +7.3% | -15.2% | -14.5% |
| 3M | -16.3% | -0.3% | -16.0% | -15.7% |
| 6M | +10.4% | +2.5% | +7.9% | +7.4% |
| YTD | -20.1% | +13.1% | -33.2% | -30.8% |
| 1Y | -11.4% | +11.9% | -23.3% | -22.5% |
| 3Y | +114.1% | +46.2% | +67.9% | +26.0% |
| 5Y | -5.8% | +7.4% | -13.1% | -8.7% |
| All | -5.8% | +7.4% | -13.2% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling