-0.2%
DASH vs VTRS
+40.7%
-40.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.6% | -3.7% | -4.8% |
| 7D | -11.2% | -0.1% | -11.1% | -11.1% |
| 30D | -7.3% | +1.9% | -9.2% | -7.9% |
| 3M | +31.4% | +5.1% | +26.4% | +28.9% |
| 6M | +11.9% | +20.1% | -8.2% | +4.7% |
| YTD | -11.5% | +36.6% | -48.1% | -21.1% |
| 1Y | -20.0% | +64.1% | -84.1% | -33.0% |
| 3Y | +143.9% | +86.4% | +57.6% | +83.1% |
| 5Y | -0.2% | +40.9% | -41.1% | -29.4% |
| All | -0.2% | +40.7% | -40.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling