+11.7%
DASH vs FCUV
-97.9%
+109.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -13.7% | +9.0% | -4.5% |
| 7D | -10.6% | +62.8% | -73.4% | -11.0% |
| 30D | +2.2% | +66.5% | -64.4% | +1.4% |
| 3M | +32.3% | +459.9% | -427.7% | +25.2% |
| 6M | +19.1% | -12.4% | +31.5% | +16.3% |
| YTD | -6.5% | -47.5% | +41.0% | -7.7% |
| 1Y | -14.9% | -80.5% | +65.6% | -14.5% |
| 3Y | +151.9% | -97.6% | +249.6% | +154.6% |
| 5Y | +9.4% | -99.5% | +109.0% | +14.6% |
| All | +11.7% | -97.9% | +109.6% | +22.1% |
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 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