-6.8%
DASH vs FTV
+12.1%
-18.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.3% | -5.1% | -6.0% |
| 7D | +0.5% | -0.6% | +1.2% | +1.4% |
| 30D | -7.1% | +13.0% | -20.1% | -15.3% |
| 3M | -13.2% | +6.8% | -20.0% | -17.5% |
| 6M | +8.3% | +8.0% | +0.3% | +1.1% |
| YTD | -20.6% | +18.9% | -39.4% | -32.6% |
| 1Y | -24.4% | +30.8% | -55.2% | -41.8% |
| 3Y | +94.5% | +33.4% | +61.2% | +36.4% |
| All | -6.8% | +12.1% | -18.9% | -33.1% |
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