-29.3%
DASH vs FCUV
-99.7%
+70.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +136.0% | -136.6% | -1.9% |
| 7D | -4.5% | +148.8% | -153.3% | -5.8% |
| 30D | -6.8% | +95.0% | -101.8% | -7.8% |
| 3M | -20.7% | +27.8% | -48.5% | -21.6% |
| 6M | +15.1% | +121.0% | -105.9% | +8.6% |
| YTD | -24.3% | -78.1% | +53.9% | -23.1% |
| 1Y | -12.1% | -94.3% | +82.1% | -5.6% |
| 3Y | +91.1% | -98.9% | +190.0% | +122.1% |
| All | -29.3% | -99.7% | +70.4% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling