-4.5%
DASH vs VTV
+119.5%
-124.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.2% | -2.0% |
| 7D | -4.8% | -0.5% | -4.3% | -3.7% |
| 30D | -7.9% | +3.1% | -11.0% | -11.3% |
| 3M | -16.3% | +1.8% | -18.2% | -18.0% |
| 6M | +10.4% | +10.9% | -0.5% | -3.8% |
| YTD | -20.1% | +20.9% | -41.0% | -38.5% |
| 1Y | -11.4% | +24.6% | -36.1% | -34.9% |
| 3Y | +114.1% | +78.6% | +35.5% | -8.3% |
| 5Y | -5.8% | +76.4% | -82.2% | -57.4% |
| All | -4.5% | +119.5% | -124.0% | -59.7% |
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