Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • DASH vs FTI✓SelectedUSD · FTIDASH vs FTI performance historyLatest closeAs of-4.63%09/04
Stock and ETF performance explorer

DASH vs FTI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7.4%
FTI return
+1,129.5%
Excess return
-1,122.1%
Maximum drawdown
-82.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioFTIExcessAlpha
1D-4.6%-0.3%-4.3%-4.6%
7D-10.6%+5.3%-15.8%-11.3%
30D+2.2%+15.3%-13.2%-0.3%
3M+32.3%+15.8%+16.5%+28.2%
6M+19.1%+22.6%-3.5%+13.5%
YTD-6.5%+79.5%-86.1%-17.8%
1Y-14.9%+102.0%-116.9%-27.2%
3Y+151.9%+315.8%-163.9%+83.5%
All+7.4%+1,129.5%-1,122.1%-37.0%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling