+240.9%
DIA vs F
+88.0%
+152.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.5% | +2.0% |
| 7D | +0.8% | -0.6% | +1.4% | +1.0% |
| 30D | +1.4% | +2.9% | -1.5% | +0.6% |
| 3M | -2.7% | -9.5% | +6.8% | -0.4% |
| 6M | +6.2% | +4.0% | +2.2% | +3.7% |
| YTD | +10.1% | -1.3% | +11.4% | +8.6% |
| 1Y | +13.0% | -1.9% | +14.9% | +11.6% |
| 3Y | +61.9% | +53.5% | +8.4% | +35.8% |
| 5Y | +57.1% | -15.1% | +72.2% | +50.2% |
| 10Y | +240.9% | +81.0% | +159.9% | +113.3% |
| All | +240.9% | +88.0% | +152.9% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 10y: compounded portfolio wealth divided by compounded F 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…
10y analysis · Full analysis span regression · 6 months rolling