+612.0%
VST vs DASH
+9.1%
+602.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +8.3% | -22.2% | -15.1% |
| 7D | -15.7% | +17.2% | -32.9% | -18.2% |
| 30D | -17.0% | +3.6% | -20.5% | -17.8% |
| 3M | -15.9% | -1.9% | -14.0% | -16.2% |
| 6M | -25.0% | +15.1% | -40.1% | -27.8% |
| YTD | -25.1% | -12.3% | -12.8% | -24.8% |
| 1Y | -34.9% | -17.2% | -17.6% | -34.2% |
| 3Y | +252.7% | +114.7% | +138.0% | +218.6% |
| 5Y | +582.3% | -4.3% | +586.6% | +495.5% |
| All | +612.0% | +9.1% | +602.9% | +518.3% |
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