-4.5%
DASH vs FTV
+32.8%
-37.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -1.3% |
| 7D | -4.8% | +0.4% | -5.2% | -4.8% |
| 30D | -7.9% | +17.2% | -25.1% | -17.9% |
| 3M | -16.3% | +8.9% | -25.2% | -21.4% |
| 6M | +10.4% | +11.3% | -0.9% | +1.2% |
| YTD | -20.1% | +21.9% | -42.0% | -32.8% |
| 1Y | -11.4% | +31.6% | -43.0% | -30.5% |
| 3Y | +114.1% | +38.1% | +76.0% | +51.9% |
| 5Y | -5.8% | +15.7% | -21.5% | -29.1% |
| All | -4.5% | +32.8% | -37.3% | -31.6% |
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 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