+157.7%
DASH vs VTEB
+9.6%
+148.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.7% | -4.7% |
| 7D | -10.6% | -0.8% | -9.8% | -9.7% |
| 30D | +2.2% | -1.3% | +3.5% | +3.9% |
| 3M | +32.3% | -2.1% | +34.4% | +36.0% |
| 6M | +19.1% | -1.7% | +20.8% | +21.8% |
| YTD | -6.5% | -0.6% | -5.9% | -5.3% |
| 1Y | -14.9% | +3.1% | -18.0% | -17.0% |
| All | +157.7% | +9.6% | +148.1% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling