+11.7%
DASH vs VUG
+120.3%
-108.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -3.9% |
| 7D | -10.6% | -0.1% | -10.5% | -10.4% |
| 30D | +2.2% | -0.3% | +2.5% | +2.4% |
| 3M | +32.3% | -0.7% | +33.0% | +32.8% |
| 6M | +19.1% | +14.6% | +4.5% | -3.7% |
| YTD | -6.5% | +9.0% | -15.5% | -18.4% |
| 1Y | -14.9% | +14.9% | -29.8% | -31.2% |
| 3Y | +151.9% | +86.0% | +65.9% | -9.9% |
| 5Y | +9.4% | +76.7% | -67.3% | -54.4% |
| All | +11.7% | +120.3% | -108.6% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling