+689.8%
DIA vs EFV
+249.2%
+440.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | -0.1% |
| 7D | +2.1% | +2.5% | -0.4% | +0.3% |
| 30D | +1.5% | +2.9% | -1.4% | -0.5% |
| 3M | -2.4% | -1.4% | -1.0% | -1.4% |
| 6M | +6.0% | +5.5% | +0.4% | +1.9% |
| YTD | +10.1% | +16.1% | -6.0% | -1.2% |
| 1Y | +11.8% | +20.3% | -8.5% | -2.2% |
| 3Y | +59.7% | +90.4% | -30.7% | +0.4% |
| 5Y | +57.9% | +93.5% | -35.6% | -2.5% |
| 10Y | +236.2% | +161.5% | +74.7% | +68.9% |
| All | +689.8% | +249.2% | +440.6% | +214.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 all: compounded portfolio wealth divided by compounded EFV 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…
all analysis · Full analysis span regression · 6 months rolling