+973.4%
VRT vs DASH
-5.8%
+979.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.4% |
| 7D | +10.5% | -4.5% | +15.0% | +12.2% |
| 30D | -9.3% | -6.8% | -2.5% | -8.0% |
| 3M | -29.6% | -20.7% | -8.9% | -25.0% |
| 6M | -45.4% | +15.1% | -60.4% | -49.6% |
| YTD | +24.8% | -24.3% | +49.1% | +31.2% |
| 1Y | +23.6% | -12.1% | +35.8% | +22.4% |
| 3Y | +379.7% | +91.1% | +288.6% | +267.2% |
| 5Y | +660.3% | -30.3% | +690.6% | +503.6% |
| All | +973.4% | -5.8% | +979.2% | +695.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 10y: compounded portfolio wealth divided by compounded DASH 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…
10y analysis · Full analysis span regression · 6 months rolling