+92.2%
DASH vs VTR
+131.9%
-39.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.1% |
| 7D | -4.1% | +0.7% | -4.8% | -4.2% |
| 30D | -10.6% | +6.9% | -17.5% | -11.5% |
| 3M | -18.8% | +1.3% | -20.1% | -19.0% |
| 6M | +11.2% | +2.5% | +8.7% | +10.3% |
| YTD | -23.8% | +18.0% | -41.8% | -26.6% |
| 1Y | -12.2% | +19.5% | -31.6% | -15.6% |
| All | +92.2% | +131.9% | -39.6% | +57.2% |
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