+11.7%
DASH vs VSH
+76.7%
-65.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.4% | -9.1% | -6.0% |
| 7D | -10.6% | +4.1% | -14.6% | -11.8% |
| 30D | +2.2% | -4.2% | +6.3% | +2.8% |
| 3M | +32.3% | -50.0% | +82.2% | +61.6% |
| 6M | +19.1% | +80.2% | -61.1% | -19.7% |
| YTD | -6.5% | +121.1% | -127.6% | -43.7% |
| 1Y | -14.9% | +112.0% | -126.9% | -48.1% |
| 3Y | +151.9% | +22.5% | +129.4% | +97.4% |
| 5Y | +9.4% | +64.0% | -54.6% | -35.4% |
| All | +11.7% | +76.7% | -65.0% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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