-5.2%
DASH vs FCUV
-99.6%
+94.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.7% | -0.1% |
| 7D | +0.4% | -13.0% | +13.3% | +0.5% |
| 30D | -6.0% | -36.9% | +30.8% | -5.7% |
| 3M | -15.8% | -65.3% | +49.6% | -15.4% |
| 6M | +7.0% | -32.9% | +39.8% | +3.3% |
| YTD | -20.7% | -91.2% | +70.5% | -20.7% |
| 1Y | -8.5% | -98.2% | +89.7% | -5.1% |
| 3Y | +101.8% | -99.6% | +201.4% | +106.4% |
| 5Y | -9.6% | -99.9% | +90.3% | -4.3% |
| All | -5.2% | -99.6% | +94.5% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling