+101.8%
DASH vs VUG
+78.4%
+23.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -1.1% |
| 7D | +0.4% | -3.4% | +3.8% | +4.3% |
| 30D | -6.0% | -11.1% | +5.0% | +6.2% |
| 3M | -15.8% | -7.2% | -8.5% | -9.0% |
| 6M | +7.0% | -4.1% | +11.1% | +11.2% |
| YTD | -20.7% | +1.4% | -22.1% | -22.2% |
| 1Y | -8.5% | +1.9% | -10.5% | -10.8% |
| 3Y | +101.8% | +77.7% | +24.0% | +4.1% |
| All | +101.8% | +78.4% | +23.4% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling