+568.2%
VST vs DASH
-1.1%
+569.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -9.4% | +3.2% | -4.7% |
| 7D | -19.9% | +0.5% | -20.4% | -20.3% |
| 30D | -29.7% | -7.1% | -22.6% | -29.1% |
| 3M | -19.6% | -13.2% | -6.4% | -18.3% |
| 6M | -29.4% | +8.3% | -37.7% | -31.4% |
| YTD | -29.7% | -20.6% | -9.2% | -28.3% |
| 1Y | -40.0% | -24.4% | -15.6% | -38.6% |
| 3Y | +231.0% | +94.5% | +136.5% | +203.7% |
| 5Y | +500.1% | -9.4% | +509.5% | +431.6% |
| All | +568.2% | -1.1% | +569.4% | +489.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling