+5.8%
DASH vs FISV
-56.2%
+61.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.0% | -1.3% | -3.8% |
| 7D | -11.2% | -1.6% | -9.6% | -10.6% |
| 30D | -7.3% | -3.0% | -4.4% | -6.4% |
| 3M | +31.4% | -3.5% | +35.0% | +31.8% |
| 6M | +11.9% | -19.4% | +31.3% | +20.3% |
| YTD | -11.5% | -24.3% | +12.8% | -2.9% |
| 1Y | -20.0% | -62.4% | +42.4% | +6.0% |
| 3Y | +143.9% | -58.2% | +202.1% | +164.5% |
| 5Y | -0.2% | -56.5% | +56.3% | -10.2% |
| All | +5.8% | -56.2% | +61.9% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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