-0.2%
DASH vs VYM
+77.8%
-78.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -4.7% |
| 7D | -11.2% | +0.1% | -11.3% | -11.3% |
| 30D | -7.3% | -1.3% | -6.0% | -5.6% |
| 3M | +31.4% | +4.1% | +27.4% | +24.1% |
| 6M | +11.9% | +9.8% | +2.1% | -2.5% |
| YTD | -11.5% | +15.3% | -26.8% | -28.5% |
| 1Y | -20.0% | +20.0% | -40.0% | -39.3% |
| 3Y | +143.9% | +66.2% | +77.7% | +8.8% |
| 5Y | -0.2% | +77.5% | -77.8% | -56.1% |
| All | -0.2% | +77.8% | -78.1% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling