-9.4%
DASH vs VUG
+55.7%
-65.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -5.5% | -3.9% | -1.5% |
| 7D | +0.5% | -7.1% | +7.7% | +11.9% |
| 30D | -7.1% | -12.1% | +5.0% | +11.8% |
| 3M | -13.2% | -8.1% | -5.1% | -2.4% |
| 6M | +8.3% | -3.2% | +11.5% | +11.9% |
| YTD | -20.6% | +0.5% | -21.0% | -22.2% |
| 1Y | -24.4% | -0.7% | -23.7% | -24.4% |
| 3Y | +94.5% | +77.1% | +17.4% | -28.0% |
| 5Y | -9.4% | +56.2% | -65.6% | -56.4% |
| All | -9.4% | +55.7% | -65.2% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling