-5.2%
DASH vs VYM
+105.0%
-110.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.5% |
| 7D | +0.4% | -2.8% | +3.2% | +4.8% |
| 30D | -6.0% | +1.0% | -7.1% | -6.9% |
| 3M | -15.8% | -2.9% | -12.8% | -11.8% |
| 6M | +7.0% | +2.6% | +4.4% | +3.8% |
| YTD | -20.7% | +12.8% | -33.5% | -32.5% |
| 1Y | -8.5% | +16.8% | -25.3% | -26.1% |
| 3Y | +101.8% | +66.9% | +34.9% | -2.7% |
| 5Y | -9.6% | +66.5% | -76.1% | -54.3% |
| All | -5.2% | +105.0% | -110.2% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling