-8.9%
DASH vs VTV
+121.1%
-130.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.6% |
| 7D | -4.1% | +2.3% | -6.4% | -7.1% |
| 30D | -10.6% | +3.8% | -14.4% | -14.7% |
| 3M | -18.8% | +1.7% | -20.5% | -20.2% |
| 6M | +11.2% | +10.9% | +0.3% | -3.1% |
| YTD | -23.8% | +21.7% | -45.5% | -41.9% |
| 1Y | -12.2% | +23.4% | -35.6% | -34.5% |
| 3Y | +97.3% | +78.0% | +19.3% | -15.0% |
| 5Y | -29.8% | +77.4% | -107.2% | -68.6% |
| All | -8.9% | +121.1% | -130.0% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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