+871.3%
VRT vs DASH
-1.3%
+872.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | -21.4% | +0.4% | -21.7% | -21.8% |
| 30D | -25.8% | -6.0% | -19.8% | -24.9% |
| 3M | -33.5% | -15.8% | -17.8% | -30.6% |
| 6M | -49.0% | +7.0% | -56.0% | -51.8% |
| YTD | +12.9% | -20.7% | +33.6% | +17.0% |
| 1Y | 0.0% | -8.5% | +8.6% | -2.2% |
| 3Y | +361.8% | +101.8% | +260.0% | +247.3% |
| 5Y | +565.1% | -9.6% | +574.7% | +409.9% |
| All | +871.3% | -1.3% | +872.6% | +608.8% |
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