+704.3%
DIA vs EFV
+258.8%
+445.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -0.2% | +1.5% | -1.7% | -1.2% |
| 30D | -1.5% | +1.7% | -3.3% | -2.7% |
| 3M | +3.8% | +8.6% | -4.9% | -2.2% |
| 6M | +10.3% | +11.7% | -1.4% | +1.8% |
| YTD | +12.1% | +19.3% | -7.2% | -1.3% |
| 1Y | +18.6% | +30.2% | -11.6% | -1.8% |
| 3Y | +60.6% | +91.6% | -31.0% | +0.5% |
| 5Y | +64.4% | +96.4% | -32.0% | +0.5% |
| 10Y | +250.1% | +166.5% | +83.6% | +73.4% |
| All | +704.3% | +258.8% | +445.5% | +214.5% |
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