-3.3%
DASH vs VT
+90.2%
-93.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +7.5% | -1.6% | +9.1% | +10.5% |
| 30D | -3.1% | -2.5% | -0.6% | +1.3% |
| 3M | -8.6% | -1.3% | -7.3% | -6.7% |
| 6M | +4.3% | +3.1% | +1.2% | -2.7% |
| YTD | -19.1% | +10.9% | -30.0% | -34.4% |
| 1Y | -24.3% | +12.1% | -36.3% | -39.8% |
| 3Y | +98.2% | +73.9% | +24.3% | -36.7% |
| 5Y | -11.0% | +58.0% | -69.0% | -62.7% |
| All | -3.3% | +90.2% | -93.5% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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