+113.8%
VTI vs DASH
-2.1%
+115.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.7% | -10.2% | +9.5% | +1.0% |
| 30D | -1.9% | -8.2% | +6.3% | -0.8% |
| 3M | -1.4% | -15.9% | +14.5% | +0.9% |
| 6M | +3.5% | +13.3% | -9.8% | +0.5% |
| YTD | +12.6% | -21.3% | +33.9% | +15.3% |
| 1Y | +12.7% | -11.1% | +23.9% | +13.0% |
| 3Y | +78.8% | +103.8% | -25.0% | +55.6% |
| 5Y | +67.2% | -21.6% | +88.8% | +46.6% |
| All | +113.8% | -2.1% | +115.8% | +83.4% |
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