-9.5%
DASH vs FTV
+34.4%
-43.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -4.5% | +3.9% | -8.4% | -7.3% |
| 30D | -6.8% | +18.7% | -25.5% | -17.7% |
| 3M | -20.7% | +10.0% | -30.7% | -26.1% |
| 6M | +15.1% | +14.6% | +0.5% | +3.1% |
| YTD | -24.3% | +23.4% | -47.7% | -36.9% |
| 1Y | -12.1% | +31.3% | -43.4% | -30.9% |
| 3Y | +91.1% | +39.8% | +51.3% | +34.3% |
| 5Y | -30.3% | +17.7% | -48.0% | -48.1% |
| All | -9.5% | +34.4% | -43.9% | -35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling