+12.0%
DASH vs VSXY
+42.7%
-30.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.9% | -9.2% | -6.1% |
| 7D | -11.2% | -6.8% | -4.4% | -10.2% |
| 30D | -7.3% | -20.4% | +13.1% | -3.4% |
| 3M | +31.4% | +2.9% | +28.5% | +30.0% |
| 6M | +11.9% | +67.9% | -56.1% | -3.8% |
| YTD | -11.5% | +44.9% | -56.4% | -22.0% |
| 1Y | -20.0% | +205.9% | -225.9% | -41.7% |
| 3Y | +143.9% | +373.9% | -229.9% | +35.6% |
| 5Y | -0.2% | +23.5% | -23.7% | -19.6% |
| All | +12.0% | +42.7% | -30.7% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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