-12.1%
DASH vs VUG
+3.5%
-15.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.3% |
| 7D | -4.5% | +2.5% | -7.0% | -6.9% |
| 30D | -6.8% | -6.3% | -0.5% | -0.7% |
| 3M | -20.7% | -6.0% | -14.7% | -15.5% |
| 6M | +15.1% | -3.5% | +18.6% | +18.9% |
| YTD | -24.3% | +3.9% | -28.2% | -27.8% |
| 1Y | -12.1% | +5.1% | -17.2% | -17.5% |
| All | -12.1% | +3.5% | -15.6% | -17.5% |
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