+114.1%
DASH vs VTRS
+151.3%
-37.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.1% |
| 7D | -4.8% | +9.7% | -14.5% | -6.5% |
| 30D | -7.9% | +16.2% | -24.1% | -10.6% |
| 3M | -16.3% | +25.6% | -42.0% | -20.1% |
| 6M | +10.4% | +21.1% | -10.7% | +5.8% |
| YTD | -20.1% | +68.5% | -88.6% | -28.6% |
| 1Y | -11.4% | +109.6% | -121.1% | -24.4% |
| 3Y | +114.1% | +156.5% | -42.5% | +65.3% |
| All | +114.1% | +151.3% | -37.2% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling