-9.5%
DASH vs FTI
+827.8%
-837.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.9% |
| 7D | -4.5% | +4.3% | -8.9% | -5.1% |
| 30D | -6.8% | -4.7% | -2.1% | -6.4% |
| 3M | -20.7% | -13.5% | -7.2% | -19.2% |
| 6M | +15.1% | -8.7% | +23.8% | +15.5% |
| YTD | -24.3% | +49.0% | -73.3% | -31.2% |
| 1Y | -12.1% | +54.0% | -66.2% | -20.7% |
| 3Y | +91.1% | +211.6% | -120.6% | +48.3% |
| 5Y | -30.3% | +881.9% | -912.1% | -56.3% |
| All | -9.5% | +827.8% | -837.3% | -47.0% |
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