-8.5%
DASH vs FTV
+29.5%
-38.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +0.4% | +0.2% | +0.2% | +0.8% |
| 30D | -6.0% | +15.7% | -21.7% | -9.4% |
| 3M | -15.8% | +7.5% | -23.3% | -17.2% |
| 6M | +7.0% | +8.5% | -1.5% | +4.9% |
| YTD | -20.7% | +18.8% | -39.5% | -21.6% |
| 1Y | -8.5% | +28.5% | -37.1% | -6.8% |
| All | -8.5% | +29.5% | -38.0% | -6.8% |
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 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