+619.5%
VRT vs DASH
+152.1%
+467.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.6% | +9.0% | +6.1% |
| 7D | +9.1% | -10.6% | +19.7% | +13.8% |
| 30D | +0.9% | +2.2% | -1.2% | -0.5% |
| 3M | -13.4% | +32.3% | -45.7% | -24.4% |
| 6M | +11.7% | +19.1% | -7.4% | +0.3% |
| YTD | +73.2% | -6.5% | +79.7% | +75.8% |
| 1Y | +123.4% | -14.9% | +138.3% | +135.3% |
| All | +619.5% | +152.1% | +467.4% | +349.0% |
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