+11.7%
DASH vs VWO
+46.9%
-35.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.4% | -5.6% |
| 7D | -10.6% | +1.1% | -11.6% | -11.9% |
| 30D | +2.2% | +2.4% | -0.2% | -1.2% |
| 3M | +32.3% | +2.0% | +30.3% | +27.9% |
| 6M | +19.1% | +10.7% | +8.4% | +1.7% |
| YTD | -6.5% | +14.4% | -20.9% | -24.5% |
| 1Y | -14.9% | +22.7% | -37.6% | -38.0% |
| 3Y | +151.9% | +64.2% | +87.7% | +11.2% |
| 5Y | +9.4% | +35.8% | -26.3% | -33.0% |
| All | +11.7% | +46.9% | -35.2% | -38.9% |
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