-9.5%
DASH vs VUG
+110.0%
-119.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.7% |
| 7D | -4.5% | +2.5% | -7.0% | -8.0% |
| 30D | -6.8% | -6.3% | -0.5% | +1.8% |
| 3M | -20.7% | -6.0% | -14.7% | -13.8% |
| 6M | +15.1% | -3.5% | +18.6% | +19.8% |
| YTD | -24.3% | +3.9% | -28.2% | -29.5% |
| 1Y | -12.1% | +5.1% | -17.2% | -19.6% |
| 3Y | +91.1% | +77.9% | +13.2% | -27.8% |
| 5Y | -30.3% | +62.4% | -92.7% | -67.3% |
| All | -9.5% | +110.0% | -119.5% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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