+158.1%
DASH vs VYM
+67.7%
+90.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.1% |
| 7D | -10.6% | 0.0% | -10.6% | -10.5% |
| 30D | +2.2% | -0.5% | +2.7% | +2.8% |
| 3M | +32.3% | +3.0% | +29.3% | +27.6% |
| 6M | +19.1% | +8.2% | +10.9% | +7.9% |
| YTD | -6.5% | +15.8% | -22.3% | -22.3% |
| 1Y | -14.9% | +20.8% | -35.7% | -33.2% |
| All | +158.1% | +67.7% | +90.5% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling