+8.3%
DASH vs VUG
-3.1%
+11.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -5.5% | -3.9% | -5.0% |
| 7D | +0.5% | -7.1% | +7.7% | +6.6% |
| 30D | -7.1% | -12.1% | +5.0% | +2.9% |
| 3M | -13.2% | -8.1% | -5.1% | -6.8% |
| 6M | +8.3% | -3.2% | +11.5% | +11.5% |
| All | +8.3% | -3.1% | +11.4% | +11.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling