+567.3%
VRT vs DASH
-9.9%
+577.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | -21.4% | +0.4% | -21.7% | -21.9% |
| 30D | -25.8% | -6.0% | -19.8% | -24.8% |
| 3M | -33.5% | -15.8% | -17.8% | -30.1% |
| 6M | -49.0% | +7.0% | -56.0% | -52.5% |
| YTD | +12.9% | -20.7% | +33.6% | +17.7% |
| 1Y | 0.0% | -8.5% | +8.6% | -3.0% |
| 3Y | +361.8% | +101.8% | +260.0% | +219.6% |
| All | +567.3% | -9.9% | +577.2% | +385.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling