+5.8%
DASH vs VTV
+115.9%
-110.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.5% | -4.2% |
| 7D | -11.2% | +0.3% | -11.5% | -11.5% |
| 30D | -7.3% | +0.1% | -7.5% | -7.5% |
| 3M | +31.4% | +6.2% | +25.2% | +21.1% |
| 6M | +11.9% | +13.5% | -1.6% | -6.2% |
| YTD | -11.5% | +18.9% | -30.3% | -30.6% |
| 1Y | -20.0% | +25.8% | -45.8% | -42.2% |
| 3Y | +143.9% | +68.7% | +75.2% | +13.6% |
| 5Y | -0.2% | +80.3% | -80.6% | -54.7% |
| All | +5.8% | +115.9% | -110.1% | -54.5% |
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