+101.8%
DASH vs VYM
+66.1%
+35.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.4% |
| 7D | +0.4% | -2.8% | +3.2% | +4.3% |
| 30D | -6.0% | +1.0% | -7.1% | -6.6% |
| 3M | -15.8% | -2.9% | -12.8% | -12.3% |
| 6M | +7.0% | +2.6% | +4.4% | +4.6% |
| YTD | -20.7% | +12.8% | -33.5% | -30.6% |
| 1Y | -8.5% | +16.8% | -25.3% | -23.5% |
| 3Y | +101.8% | +66.9% | +34.9% | +5.8% |
| All | +101.8% | +66.1% | +35.7% | +5.8% |
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 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