+11.7%
DASH vs VXUS
+76.6%
-64.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -5.4% |
| 7D | -10.6% | +1.0% | -11.6% | -11.9% |
| 30D | +2.2% | +2.2% | 0.0% | -1.2% |
| 3M | +32.3% | +3.0% | +29.3% | +25.7% |
| 6M | +19.1% | +10.7% | +8.5% | -0.3% |
| YTD | -6.5% | +17.8% | -24.4% | -29.9% |
| 1Y | -14.9% | +27.6% | -42.5% | -44.1% |
| 3Y | +151.9% | +73.3% | +78.6% | -6.7% |
| 5Y | +9.4% | +54.3% | -44.9% | -49.4% |
| All | +11.7% | +76.6% | -64.9% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling