-14.9%
DASH vs FCUV
-81.1%
+66.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -13.7% | +9.0% | -4.6% |
| 7D | -10.6% | +62.8% | -73.4% | -10.5% |
| 30D | +2.2% | +66.5% | -64.4% | +2.3% |
| 3M | +32.3% | +459.9% | -427.7% | +33.0% |
| 6M | +19.1% | -12.4% | +31.5% | +21.2% |
| YTD | -6.5% | -47.5% | +41.0% | -3.8% |
| 1Y | -14.9% | -80.5% | +65.6% | -9.9% |
| All | -14.9% | -81.1% | +66.2% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 1y: compounded portfolio wealth divided by compounded FCUV 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…
1y analysis · Full analysis span regression · 6 months rolling