+4.1%
DASH vs VTEB
+3.1%
+1.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.5% |
| 7D | -12.8% | -0.7% | -12.1% | -11.5% |
| 30D | -6.0% | -2.1% | -3.9% | -1.7% |
| 3M | +26.7% | -2.7% | +29.4% | +34.4% |
| 6M | +11.7% | -2.1% | +13.8% | +17.3% |
| YTD | -12.9% | -1.1% | -11.8% | -10.4% |
| 1Y | -23.1% | +1.3% | -24.4% | -24.9% |
| 3Y | +140.0% | +9.0% | +131.0% | +83.6% |
| 5Y | -5.1% | +1.5% | -6.6% | -5.4% |
| All | +4.1% | +3.1% | +1.0% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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