-23.1%
DASH vs VWO
+18.6%
-41.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | -12.8% | +0.2% | -13.0% | -12.9% |
| 30D | -6.0% | +0.9% | -6.9% | -6.6% |
| 3M | +26.7% | +4.3% | +22.4% | +23.3% |
| 6M | +11.7% | +10.5% | +1.2% | +3.5% |
| YTD | -12.9% | +13.4% | -26.3% | -21.6% |
| 1Y | -23.1% | +18.6% | -41.7% | -32.6% |
| All | -23.1% | +18.6% | -41.7% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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