+838.8%
VRT vs DASH
-1.1%
+839.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -9.4% | -4.6% | -10.9% |
| 7D | -28.1% | +0.5% | -28.6% | -28.6% |
| 30D | -30.2% | -7.1% | -23.1% | -29.1% |
| 3M | -36.4% | -13.2% | -23.2% | -34.3% |
| 6M | -48.2% | +8.3% | -56.4% | -51.2% |
| YTD | +9.2% | -20.6% | +29.7% | +13.0% |
| 1Y | -7.2% | -24.4% | +17.2% | -3.1% |
| 3Y | +338.7% | +94.5% | +244.2% | +233.7% |
| 5Y | +542.8% | -9.4% | +552.3% | +392.6% |
| All | +838.8% | -1.1% | +839.9% | +584.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling