+638.7%
VST vs DASH
-1.3%
+640.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.1% | +10.7% | +10.6% |
| 7D | -9.8% | +0.4% | -10.2% | -10.2% |
| 30D | -25.1% | -6.0% | -19.1% | -24.7% |
| 3M | -11.6% | -15.8% | +4.2% | -9.7% |
| 6M | -20.9% | +7.0% | -27.9% | -23.0% |
| YTD | -22.3% | -20.7% | -1.6% | -20.8% |
| 1Y | -32.0% | -8.5% | -23.5% | -32.5% |
| 3Y | +262.4% | +101.8% | +160.6% | +231.5% |
| 5Y | +563.4% | -9.6% | +572.9% | +487.8% |
| All | +638.7% | -1.3% | +640.0% | +551.8% |
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