+101.8%
DASH vs VTR
+121.5%
-19.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +0.4% | +4.7% | -4.3% | -0.2% |
| 30D | -6.0% | +10.9% | -16.9% | -7.4% |
| 3M | -15.8% | -3.2% | -12.5% | -15.5% |
| 6M | +7.0% | +3.7% | +3.3% | +5.8% |
| YTD | -20.7% | +16.8% | -37.5% | -23.6% |
| 1Y | -8.5% | +21.3% | -29.9% | -12.7% |
| 3Y | +101.8% | +119.0% | -17.3% | +64.7% |
| All | +101.8% | +121.5% | -19.7% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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