+361.8%
VRT vs DASH
+94.3%
+267.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -24.7% |
| 3M | -33.5% | -15.8% | -17.8% | -30.2% |
| 6M | -49.0% | +7.0% | -56.0% | -52.6% |
| YTD | +12.9% | -20.7% | +33.6% | +21.5% |
| 1Y | 0.0% | -8.5% | +8.6% | -2.8% |
| 3Y | +361.8% | +101.8% | +260.0% | +176.6% |
| All | +361.8% | +94.3% | +267.5% | +176.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling