-4.3%
DASH vs VT
+60.6%
-64.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.7% | +6.6% | +5.2% |
| 7D | +17.2% | -0.3% | +17.5% | +17.9% |
| 30D | +3.6% | -1.4% | +5.0% | +6.4% |
| 3M | -1.9% | -1.4% | -0.5% | +0.6% |
| 6M | +15.1% | +5.5% | +9.6% | +3.0% |
| YTD | -12.3% | +12.8% | -25.1% | -31.2% |
| 1Y | -17.2% | +15.4% | -32.7% | -37.8% |
| 3Y | +114.7% | +76.9% | +37.8% | -35.8% |
| 5Y | -4.3% | +60.4% | -64.7% | -62.4% |
| All | -4.3% | +60.6% | -64.8% | -62.4% |
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 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