-11.1%
DASH vs VUG
+4.1%
-15.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.6% |
| 7D | -10.2% | -1.1% | -9.2% | -9.1% |
| 30D | -8.2% | -7.0% | -1.2% | -1.3% |
| 3M | -15.9% | -3.7% | -12.2% | -12.7% |
| 6M | +13.3% | -1.6% | +14.9% | +14.5% |
| YTD | -21.3% | +5.1% | -26.4% | -26.0% |
| 1Y | -11.1% | +3.8% | -14.9% | -15.6% |
| All | -11.1% | +4.1% | -15.2% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling