-8.9%
DASH vs VYM
+112.8%
-121.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | -4.1% | +3.3% | -7.4% | -8.3% |
| 30D | -10.6% | +3.8% | -14.4% | -14.7% |
| 3M | -18.8% | -0.4% | -18.4% | -18.0% |
| 6M | +11.2% | +7.1% | +4.1% | +1.7% |
| YTD | -23.8% | +17.1% | -40.9% | -38.4% |
| 1Y | -12.2% | +18.4% | -30.6% | -30.3% |
| 3Y | +97.3% | +74.5% | +22.8% | -10.7% |
| 5Y | -29.8% | +72.5% | -102.4% | -66.3% |
| All | -8.9% | +112.8% | -121.7% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling