-8.9%
DASH vs VTRS
+45.0%
-53.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.6% |
| 7D | -4.1% | +9.0% | -13.0% | -6.7% |
| 30D | -10.6% | +19.8% | -30.4% | -15.6% |
| 3M | -18.8% | +29.3% | -48.1% | -25.2% |
| 6M | +11.2% | +22.2% | -11.0% | +3.8% |
| YTD | -23.8% | +69.9% | -93.7% | -36.5% |
| 1Y | -12.2% | +94.4% | -106.6% | -30.1% |
| 3Y | +97.3% | +154.8% | -57.5% | +34.7% |
| 5Y | -29.8% | +80.8% | -110.6% | -50.0% |
| All | -8.9% | +45.0% | -53.9% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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