+53.3%
DIA vs F
-12.6%
+65.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -0.9% | +1.6% | -2.5% | -1.3% |
| 30D | +0.3% | +2.6% | -2.4% | -0.3% |
| 3M | -4.5% | -8.8% | +4.3% | -2.8% |
| 6M | +3.4% | +4.6% | -1.3% | +1.2% |
| YTD | +7.8% | -1.9% | +9.7% | +6.7% |
| 1Y | +10.7% | -0.8% | +11.5% | +9.3% |
| 3Y | +57.5% | +43.5% | +14.1% | +38.6% |
| All | +53.3% | -12.6% | +65.9% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling