-5.2%
DASH vs VWO
+32.5%
-37.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.1% | -2.7% |
| 7D | +0.4% | -0.4% | +0.8% | +1.3% |
| 30D | -6.0% | -7.6% | +1.6% | +4.5% |
| 3M | -15.8% | -7.6% | -8.1% | -6.5% |
| 6M | +7.0% | -8.7% | +15.7% | +19.4% |
| YTD | -20.7% | +3.2% | -23.8% | -26.4% |
| 1Y | -8.5% | +3.6% | -12.1% | -15.7% |
| 3Y | +101.8% | +51.8% | +50.0% | -2.6% |
| 5Y | -9.6% | +26.0% | -35.6% | -38.6% |
| All | -5.2% | +32.5% | -37.7% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling