-8.9%
DASH vs FCUV
-99.6%
+90.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.5% | -3.2% |
| 7D | -4.1% | +2.4% | -6.5% | -4.1% |
| 30D | -10.6% | -25.9% | +15.3% | -10.4% |
| 3M | -18.8% | -44.8% | +26.0% | -18.7% |
| 6M | +11.2% | -3.5% | +14.7% | +6.5% |
| YTD | -23.8% | -90.7% | +66.9% | -23.8% |
| 1Y | -12.2% | -97.9% | +85.7% | -9.2% |
| 3Y | +97.3% | -99.5% | +196.8% | +101.3% |
| 5Y | -29.8% | -99.9% | +70.0% | -25.7% |
| All | -8.9% | -99.6% | +90.7% | +0.7% |
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