+101.8%
DASH vs VWO
+51.4%
+50.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.1% | -1.6% |
| 7D | +0.4% | -0.4% | +0.8% | +1.0% |
| 30D | -6.0% | -7.6% | +1.6% | -0.2% |
| 3M | -15.8% | -7.6% | -8.1% | -10.6% |
| 6M | +7.0% | -8.7% | +15.7% | +14.1% |
| YTD | -20.7% | +3.2% | -23.8% | -23.5% |
| 1Y | -8.5% | +3.6% | -12.1% | -12.1% |
| 3Y | +101.8% | +51.8% | +50.0% | +37.8% |
| All | +101.8% | +51.4% | +50.4% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling