+373.4%
VST vs DASH
+152.1%
+221.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.6% | +8.1% | +5.2% |
| 7D | +8.9% | -10.6% | +19.5% | +13.2% |
| 30D | +6.2% | +2.2% | +4.1% | +5.0% |
| 3M | -2.7% | +32.3% | -35.0% | -13.9% |
| 6M | -8.4% | +19.1% | -27.5% | -16.4% |
| YTD | -7.2% | -6.5% | -0.7% | -6.1% |
| 1Y | -20.9% | -14.9% | -6.0% | -17.6% |
| All | +373.4% | +152.1% | +221.3% | +256.7% |
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 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