-23.8%
VRT vs DASH
-1.5%
-22.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +8.3% | -21.2% | -10.4% |
| 7D | -15.4% | +17.2% | -32.6% | -12.6% |
| 30D | -19.0% | +3.6% | -22.5% | -16.4% |
| 3M | -23.8% | -1.9% | -22.0% | -25.6% |
| All | -23.8% | -1.5% | -22.3% | -25.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling