-11.6%
DASH vs VT
+57.9%
-69.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +7.5% | -1.6% | +9.1% | +10.6% |
| 30D | -3.1% | -2.5% | -0.6% | +1.4% |
| 3M | -8.6% | -1.3% | -7.3% | -6.7% |
| 6M | +4.3% | +3.1% | +1.2% | -2.8% |
| YTD | -19.1% | +10.9% | -30.0% | -34.6% |
| 1Y | -24.3% | +12.1% | -36.3% | -40.0% |
| 3Y | +98.2% | +73.9% | +24.3% | -39.0% |
| All | -11.6% | +57.9% | -69.5% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling