-29.3%
DASH vs VTR
+92.3%
-121.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -4.5% | +0.2% | -4.7% | -4.6% |
| 30D | -6.8% | +5.5% | -12.3% | -9.0% |
| 3M | -20.7% | -0.9% | -19.8% | -20.4% |
| 6M | +15.1% | -0.4% | +15.5% | +14.1% |
| YTD | -24.3% | +17.0% | -41.3% | -31.4% |
| 1Y | -12.1% | +18.0% | -30.1% | -20.8% |
| 3Y | +91.1% | +127.4% | -36.3% | +11.8% |
| All | -29.3% | +92.3% | -121.6% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling