+782.3%
VST vs DASH
+16.3%
+766.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.6% | +8.1% | +4.3% |
| 7D | +8.9% | -10.6% | +19.5% | +10.9% |
| 30D | +6.2% | +2.2% | +4.1% | +5.7% |
| 3M | -2.7% | +32.3% | -35.0% | -7.8% |
| 6M | -8.4% | +19.1% | -27.5% | -12.0% |
| YTD | -7.2% | -6.5% | -0.7% | -7.3% |
| 1Y | -20.9% | -14.9% | -6.0% | -20.1% |
| 3Y | +384.0% | +151.9% | +232.1% | +330.4% |
| 5Y | +757.1% | +9.4% | +747.6% | +643.2% |
| All | +782.3% | +16.3% | +766.0% | +662.3% |
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