-5.9%
DASH vs VTRS
+47.7%
-53.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -10.2% | +9.6% | -19.8% | -12.8% |
| 30D | -8.2% | +20.1% | -28.3% | -13.4% |
| 3M | -15.9% | +30.3% | -46.2% | -22.8% |
| 6M | +13.3% | +26.3% | -13.0% | +4.6% |
| YTD | -21.3% | +73.1% | -94.4% | -34.8% |
| 1Y | -11.1% | +94.7% | -105.9% | -29.3% |
| 3Y | +103.8% | +159.7% | -55.9% | +38.3% |
| 5Y | -21.6% | +79.7% | -101.3% | -44.2% |
| All | -5.9% | +47.7% | -53.7% | -27.5% |
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