+249.3%
VST vs DASH
+114.7%
+134.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +8.3% | -22.2% | -16.6% |
| 7D | -15.7% | +17.2% | -32.9% | -21.0% |
| 30D | -17.0% | +3.6% | -20.5% | -18.7% |
| 3M | -15.9% | -1.9% | -14.0% | -16.7% |
| 6M | -25.0% | +15.1% | -40.1% | -31.7% |
| YTD | -25.1% | -12.3% | -12.8% | -22.9% |
| 1Y | -34.9% | -17.2% | -17.6% | -31.9% |
| All | +249.3% | +114.7% | +134.6% | +153.9% |
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