-5.2%
DASH vs FTI
+789.4%
-794.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.3% | -0.6% |
| 7D | +0.4% | -7.6% | +8.0% | +1.5% |
| 30D | -6.0% | -7.1% | +1.1% | -5.3% |
| 3M | -15.8% | -8.7% | -7.0% | -15.0% |
| 6M | +7.0% | -14.0% | +20.9% | +8.3% |
| YTD | -20.7% | +42.8% | -63.5% | -27.4% |
| 1Y | -8.5% | +50.4% | -58.9% | -17.3% |
| 3Y | +101.8% | +194.1% | -92.3% | +58.1% |
| 5Y | -9.6% | +775.2% | -784.8% | -42.6% |
| All | -5.2% | +789.4% | -794.6% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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