+7.4%
DASH vs FTV
+2.3%
+5.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.7% | -3.9% |
| 7D | -10.6% | -4.5% | -6.1% | -7.3% |
| 30D | +2.2% | -7.1% | +9.2% | +8.0% |
| 3M | +32.3% | -7.2% | +39.4% | +39.0% |
| 6M | +19.1% | -1.5% | +20.6% | +18.6% |
| YTD | -6.5% | +3.5% | -10.0% | -11.8% |
| 1Y | -14.9% | +20.3% | -35.2% | -30.8% |
| 3Y | +151.9% | -3.1% | +155.1% | +142.9% |
| All | +7.4% | +2.3% | +5.1% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling