-5.9%
DASH vs VYM
+110.6%
-116.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -2.1% |
| 7D | -2.8% | +0.1% | -2.9% | -2.6% |
| 30D | -9.3% | +3.0% | -12.2% | -12.5% |
| 3M | -15.1% | -1.0% | -14.0% | -13.5% |
| 6M | +8.7% | +6.4% | +2.4% | +0.4% |
| YTD | -21.3% | +15.9% | -37.2% | -35.5% |
| 1Y | -12.7% | +18.7% | -31.4% | -31.0% |
| 3Y | +103.8% | +72.8% | +31.0% | -6.5% |
| 5Y | -16.8% | +71.2% | -88.0% | -59.5% |
| All | -5.9% | +110.6% | -116.6% | -59.0% |
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