+102.1%
DASH vs VSH
+1.1%
+101.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -14.8% | +5.4% | -7.0% |
| 7D | +0.5% | -25.2% | +25.7% | +5.0% |
| 30D | -7.1% | -41.8% | +34.7% | +0.8% |
| 3M | -13.2% | -33.4% | +20.2% | -8.3% |
| 6M | +8.3% | -31.0% | +39.3% | +6.7% |
| YTD | -20.6% | +53.6% | -74.1% | -39.3% |
| 1Y | -24.4% | +46.3% | -70.7% | -41.3% |
| All | +102.1% | +1.1% | +101.0% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling