-8.9%
DASH vs FTV
+34.3%
-43.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | -4.1% | +3.7% | -7.8% | -6.7% |
| 30D | -10.6% | +16.8% | -27.5% | -20.2% |
| 3M | -18.8% | +10.4% | -29.2% | -24.5% |
| 6M | +11.2% | +12.8% | -1.6% | +0.8% |
| YTD | -23.8% | +23.3% | -47.1% | -36.5% |
| 1Y | -12.2% | +31.0% | -43.2% | -30.7% |
| 3Y | +97.3% | +38.6% | +58.7% | +39.8% |
| 5Y | -29.8% | +17.6% | -47.4% | -47.8% |
| All | -8.9% | +34.3% | -43.2% | -35.4% |
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