+59.9%
DIA vs EWT
+199.6%
-139.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -1.0% |
| 7D | +0.1% | +1.6% | -1.6% | -0.4% |
| 30D | -2.1% | +8.2% | -10.3% | -4.4% |
| 3M | +4.2% | +11.1% | -6.9% | +0.3% |
| 6M | +11.9% | +60.4% | -48.6% | -5.7% |
| YTD | +10.8% | +75.6% | -64.7% | -9.7% |
| 1Y | +17.5% | +91.3% | -73.8% | -7.2% |
| 3Y | +59.9% | +200.3% | -140.3% | +2.2% |
| All | +59.9% | +199.6% | -139.7% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 3y: compounded portfolio wealth divided by compounded EWT 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…
3y analysis · Full analysis span regression · 6 months rolling