-5.9%
DASH vs FCUV
-99.6%
+93.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.6% | -6.1% | -1.5% |
| 7D | -2.8% | -15.3% | +12.6% | -2.6% |
| 30D | -9.3% | -29.7% | +20.4% | -9.0% |
| 3M | -15.1% | -54.5% | +39.4% | -14.9% |
| 6M | +8.7% | -26.7% | +35.5% | +4.8% |
| YTD | -21.3% | -91.0% | +69.7% | -21.3% |
| 1Y | -12.7% | -98.0% | +85.4% | -9.5% |
| 3Y | +103.8% | -99.5% | +203.3% | +107.9% |
| 5Y | -16.8% | -99.9% | +83.1% | -11.9% |
| All | -5.9% | -99.6% | +93.7% | +4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling