-29.8%
DASH vs VXUS
+46.3%
-76.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -1.8% |
| 7D | -4.1% | +2.3% | -6.4% | -7.3% |
| 30D | -10.6% | -2.2% | -8.4% | -7.3% |
| 3M | -18.8% | -5.4% | -13.4% | -11.8% |
| 6M | +11.2% | -1.2% | +12.4% | +11.8% |
| YTD | -23.8% | +10.4% | -34.2% | -37.4% |
| 1Y | -12.2% | +11.8% | -24.0% | -29.5% |
| 3Y | +97.3% | +68.4% | +28.9% | -29.5% |
| 5Y | -29.8% | +45.9% | -75.7% | -65.6% |
| All | -29.8% | +46.3% | -76.2% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 5y: compounded portfolio wealth divided by compounded VXUS 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…
5y analysis · Full analysis span regression · 6 months rolling