-17.2%
DASH vs FTV
+37.8%
-55.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.3% | +6.0% | +7.7% |
| 7D | +17.2% | +6.6% | +10.6% | +15.3% |
| 30D | +3.6% | +19.1% | -15.5% | -0.8% |
| 3M | -1.9% | +13.1% | -14.9% | -5.0% |
| 6M | +15.1% | +14.0% | +1.1% | +11.3% |
| YTD | -12.3% | +24.2% | -36.5% | -14.3% |
| 1Y | -17.2% | +36.4% | -53.6% | -9.6% |
| All | -17.2% | +37.8% | -55.0% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling